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ArticleChaotic behavior in national stock market indices

Michael D. McKenzie2001

Article2001

Chaotic behavior in national stock market indices

Michael D. McKenzie

61 citations·0/0 files stored·Global Finance Journal

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Complex Systems and Time Series Analysis Financial Markets and Investment Strategies Chaos control and synchronization

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References

1996A test for independence based on the correlation dimension 1991Chaos and Nonlinear Dynamics: Application to Financial Markets 1989Nonlinear Dynamics and Stock Returns 1989Testing for Nonlinear Dependence in Daily Foreign Exchange Rates 1993Nonlinear Dynamics, Chaos and Instability Statistical Theory and Economic Evidence.1988Is the business cycle characterized by deterministic chaos?1986Distinguishing random and deterministic systems: Abridged version 1997Uncovering Nonlinear Structure In Real-Time Stock-Market Indexes: The S&P 500, the DAX, the Nikkei 225, and the FTSE-100

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2015Applying the Hybrid Model of EMD, PSR, and ELM to Exchange Rates Forecasting

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Year2001

Typearticle

Published2001-03-01

VenueGlobal Finance Journal

ISSN-L1044-0283

Languageen

Citations61

Files0 public / 0

ShelfComplex Systems and Time Series Analysis

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doi10.1016/s1044-0283(01)00024-2

openalex_workW1558100169

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