Self-criticality and stochastic of an S{\&}P 500 index time series
type: Item
instance of: scholarly article
title: Self-criticality and stochastic of an S{\&}P 500 index time series
zbMATH Open document ID: 0985.37099
DOI: 10.1016/S0960-0779(98)00335-X
author: Ioannis Andreadis
published in: Chaos, Solitons and Fractals
publication date: 2000-08-22T00:00:00Z
review text: This paper deals with three time series emanating from the \(\text{S}\&\text{P}\) 500 index time series and present the statistical properties of these time series. Using a relative cumulative frequency diagram, the author shows that these time series do not satisfy a log-normal distribution. Moreover, he studies the scaling behaviour of these time series and shows that these time series do not obey a turbulent behaviour.
Mathematics Subject Classification ID: 37M10
Mathematics Subject Classification ID: 37N40
zbMATH DE Number: 1492245
zbMATH Keywords: time series
zbMATH Keywords: self-criticality
zbMATH Keywords: turbulent behaviour
reviewed by: Messoud Efendiev
MaRDI profile type: Publication
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description: scientific article; zbMATH DE number 1492245