Chaos in G7 Stock Markets using Over One Century of Data: A Note
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- Tiwari, Aviral Kumar & Gupta, Rangan, 2019. "Chaos in G7 stock markets using over one century of data: A note," Research in International Business and Finance, Elsevier, vol. 47(C), pages 304-310.
References listed on IDEAS
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CitationsCitations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
- Hamdi, Besma & Aloui, Mouna & Alqahtani, Faisal & Tiwari, Aviral, 2019. "Relationship between the oil price volatility and sectoral stock markets in oil-exporting economies: Evidence from wavelet nonlinear denoised based quantile and Granger-causality analysis," Energy Economics, Elsevier, vol. 80(C), pages 536-552.
- Baogui Xin & Wei Peng & Yekyung Kwon, 2019. "A fractional-order difference Cournot duopoly game with long memory," Papers 1903.04305, arXiv.org.
More about this item
KeywordsChaos; G7 countries; stock returns;
- C12 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Hypothesis Testing: General
- C45 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods: Special Topics - - - Neural Networks and Related Topics
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-HIS-2016-11-06 (Business, Economic & Financial History)
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