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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:	Article
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

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