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Noisy chaos in intraday financial data: Evidence from the American index · Study

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ArticleNoisy chaos in intraday financial data: Evidence from the American index

Ahmed BenSaïda2013

Article2013

Noisy chaos in intraday financial data: Evidence from the American index

Ahmed BenSaïda

53 citations·0/0 files stored·Applied Mathematics and Computation

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

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References

1991Heteroskedasticity and Autocorrelation Consistent Covariance Matrix Estimation 1996A test for independence based on the correlation dimension 1991Chaos and Nonlinear Dynamics: Application to Financial Markets 1999The behaviour of some UK equity indices: An application of Hurst and BDS tests 2006Chaotic analysis of the foreign exchange rates 2001Chaotic behavior in national stock market indices 2011A search for long‐range dependence and chaotic structure in Indian stock market 2002Stochastic chaos or ARCH effects in stock series?

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2017Nonlinear dynamics of equity, currency and commodity markets in the aftermath of the global financial crisis 2016A study on chaos in crude oil markets before and after 2008 international financial crisis

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Year2013

Typearticle

Published2013-11-16

VenueApplied Mathematics and Computation

ISSN-L0096-3003

Languageen

Citations53

Files0 public / 0

ShelfComplex Systems and Time Series Analysis

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doi10.1016/j.amc.2013.10.064

openalex_workW1972494931

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