Quantifying chaos in stock markets before and during COVID-19 pandemic from the phase space reconstruction

From a methodology in the reconstruction scheme, applicable to chaotic time series of economic indices, this paper presents an analysis of the underlying dynamics of stock markets of North America, Europe and Asia. The same global fit model and reconstruction parameters—employed to study the time ev...

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Detalles Bibliográficos
Autor principal: Alves, P.R.L.
Formato: Online Artículo Texto
Lenguaje:English
Publicado: International Association for Mathematics and Computers in Simulation (IMACS). Published by Elsevier B.V. 2022
Materias:
Original Articles
Acceso en línea:https://www.ncbi.nlm.nih.gov/pmc/articles/PMC9339252/
https://www.ncbi.nlm.nih.gov/pubmed/35937975
http://dx.doi.org/10.1016/j.matcom.2022.07.026

Internet

https://www.ncbi.nlm.nih.gov/pmc/articles/PMC9339252/
https://www.ncbi.nlm.nih.gov/pubmed/35937975
http://dx.doi.org/10.1016/j.matcom.2022.07.026

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