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Modeling the financial market with labyrinth chaos - MaRDI portal

Modeling the financial market with labyrinth chaos

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Publication:5131115

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DOI10.3233/AF-190245zbMath1452.91298OpenAlexW2969785319MaRDI QIDQ5131115

Wiston Adrian Risso

Publication date: 2 November 2020

Published in: Algorithmic Finance (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.3233/af-190245

zbMATH Keywords

chaos Brownian motion financial markets financial time series volatility clustering stylized facts

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Applications of statistics to actuarial sciences and financial mathematics (62P05) Financial markets (91G15)

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