Dynamics of the dow Jones and the NASDAQ stock indexes

DOI10.1007/s11071-010-9680-zzbMath1204.91110OpenAlexW1994075895MaRDI QIDQ623941

Gonçalo Monteiro Duarte, Fernando B. M. Duarte, José António Tenreiro Machado

Publication date: 8 February 2011

Published in: Nonlinear Dynamics (Search for Journal in Brave)

Full work available at URL: http://hdl.handle.net/10400.22/4269

zbMATH Keywords

Fourier transformfractional calculuspower lawpseudo phase plane

Mathematics Subject Classification ID

Economic time series analysis (91B84) Fractional derivatives and integrals (26A33) Application of orthogonal and other special functions (94A11) Economic dynamics (91B55)

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Cites Work

• Universal distribution function for the strongly-correlated fluctuations: general way for description of different random sequences
• A fractional calculus interpretation of the fractional volatility model
• Fractional derivatives applied to phase-space reconstructions
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