ABSENCE OF 1/f SPECTRA IN DOW JONES DAILY AVERAGE

DOI10.1142/S0218127491000427zbMath0874.90017OpenAlexW2061268249MaRDI QIDQ4348415

Wentian Li

Publication date: 14 August 1997

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

Full work available at URL: https://doi.org/10.1142/s0218127491000427

zbMATH Keywords

power spectrumdaily Dow Jones industrial average

Mathematics Subject Classification ID

Related Items (5)

The origin of fat-tailed distributions in financial time series ⋮ A practical method to experimentally evaluate the Hausdorff dimension: An alternative phase-transition-based methodology ⋮ ABSENCE OF CHAOS AND 1/f SPECTRA, BUT EVIDENCE OF TAR NONLINEARITIES, IN THE CANADIAN EXCHANGE RATE ⋮ Econophysics: Scaling and its breakdown in finance ⋮ Self-criticality and stochastic of an S{\&}P 500 index time series

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