Chaoticity versus stochasticity in financial markets: are daily S\&P 500 return dynamics chaotic?
type: Item
instance of: scholarly article
title: Chaoticity versus stochasticity in financial markets: are daily S\&P 500 return dynamics chaotic?
author: Markus Vogl
author: Peter Gordon Rötzel
published in: Communications in Nonlinear Science and Numerical Simulation
publication date: 2022-02-16T00:00:00Z
Mathematics Subject Classification ID: 62Mxx
Mathematics Subject Classification ID: 37Dxx
Mathematics Subject Classification ID: 91Bxx
zbMATH DE Number: 7474627
zbMATH Keywords: nonlinear dynamics
zbMATH Keywords: chaos
zbMATH Keywords: financial chaos
zbMATH Keywords: recurrence analysis
zbMATH Keywords: financial predictions
zbMATH Keywords: financial markets
describes a project that uses: K2
MaRDI profile type: Publication
full work available at URL: j.cnsns.2021.106218
OpenAlex ID: W4226424557
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Chaoticity versus stochasticity in financial markets: are daily S\&P 500 return dynamics chaotic? (DOI)
DOI: 10.1016/J.CNSNS.2021.106218