Market characteristics and chaos dynamics in stock markets: an international comparison
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More about this item
KeywordsChaos; fractal dimension; R/S analysis and market characteristics;
- D49 - Microeconomics - - Market Structure, Pricing, and Design - - - Other
- G12 - Financial Economics - - General Financial Markets - - - Asset Pricing; Trading Volume; Bond Interest Rates
- C14 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Semiparametric and Nonparametric Methods: General
- F37 - International Economics - - International Finance - - - International Finance Forecasting and Simulation: Models and Applications
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ALL-2007-08-08 (All new papers)
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