Turbulent Behavior of Stock Exchange Indices and Foreign Currency Exchange Rates

DOI10.1142/S0218127497001424zbMath0905.90012OpenAlexW2132942621MaRDI QIDQ3841149

Angela Hilgers, Christian Beck

Publication date: 16 August 1998

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

Full work available at URL: https://doi.org/10.1142/s0218127497001424

zbMATH Keywords

turbulent flowscascade modeltime evolution of stock exchange indices

Mathematics Subject Classification ID

Economic time series analysis (91B84) Applications of dynamical systems (37N99)

Cites Work

• Generalized autoregressive conditional heteroscedasticity
• Some specific features of atmospheric tubulence
• A refinement of previous hypotheses concerning the local structure of turbulence in a viscous incompressible fluid at high Reynolds number
• Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation
• A Subordinated Stochastic Process Model with Finite Variance for Speculative Prices
• A simple dynamical model of intermittent fully developed turbulence

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