A Way To Determine Chaotic Behaviour In Romanian Stock Market
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More about this item
KeywordsHurst exponent; chaotic behaviour; structural breaks; recurrence analysis;
- B59 - Schools of Economic Thought and Methodology - - Current Heterodox Approaches - - - Other
- C61 - Mathematical and Quantitative Methods - - Mathematical Methods; Programming Models; Mathematical and Simulation Modeling - - - Optimization Techniques; Programming Models; Dynamic Analysis
- D53 - Microeconomics - - General Equilibrium and Disequilibrium - - - Financial Markets
- G01 - Financial Economics - - General - - - Financial Crises
- G14 - Financial Economics - - General Financial Markets - - - Information and Market Efficiency; Event Studies; Insider Trading
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