DETERMINING THE DURATION OF CYCLES IN THE MARKET OF SECOND-HAND TANKER SHIPS, 1976–2001: IS PREDICTION POSSIBLE?

DOI10.1142/S0218127406015969zbMath1154.91401OpenAlexW2028579979MaRDI QIDQ3598863

Alexander M. Goulielmos, Eftichia Siropoulou

Publication date: 3 February 2009

Published in: International Journal of Bifurcation and Chaos (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1142/s0218127406015969

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Microeconomic theory (price theory and economic markets) (91B24) Dynamical systems in optimization and economics (37N40)

Cites Work

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• Nonlinear prediction of chaotic time series
• Stock market prices and long-range dependence
• Regularized local linear prediction of chaotic time series
• Long-Term Memory in Stock Market Prices

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