Beauty of financial time series. Arificial insymmetrization patterns of stock market indices

DOI10.1016/S0378-4371(01)00402-2zbMath0986.91039MaRDI QIDQ5949729

Andrzej Posiewnik, Danuta Makowiec

Publication date: 27 November 2001

Published in: Physica A (Search for Journal in Brave)

zbMATH Keywords

dynamical systemstock market indices

Mathematics Subject Classification ID

Statistical methods; economic indices and measures (91B82) Dynamical systems in optimization and economics (37N40)

Related Items (1)

Stock market scale by artificial insymmetrized patterns

Cites Work

• BUBBLES AND ANTI-BUBBLES IN LATIN-AMERICAN, ASIAN AND WESTERN STOCK MARKETS: AN EMPIRICAL STUDY
• Introduction to Econophysics
• Detecting long-range correlations with detrended fluctuation analysis

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