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A Comprehensive Framework for Uncovering Non-Linearity and Chaos in Financial Markets: Empirical Evidence for Four Major Stock Market Indices

The presence of chaos in the financial markets has been the subject of a great number of studies, but the results have been contradictory and inconclusive. This research tests for the existence of nonlinear patterns and chaotic nature in four major stock market indices: namely Dow Jones Industrial A...

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Detalles Bibliográficos
Autor principal: Inglada-Perez, Lucia
Formato: Online Artículo Texto
Lenguaje:English
Publicado: MDPI 2020
Materias:
Acceso en línea:https://www.ncbi.nlm.nih.gov/pmc/articles/PMC7767038/
https://www.ncbi.nlm.nih.gov/pubmed/33353243
http://dx.doi.org/10.3390/e22121435