- Tytuł:
- Non Linear Analysis of S&P Index
- Autorzy:
-
Hanias, Mike
Magafas, Lykourgos
Konstantaki, Pagania - Powiązania:
- https://bibliotekanauki.pl/articles/517166.pdf
- Data publikacji:
- 2013
- Wydawca:
- Instytut Badań Gospodarczych
- Tematy:
-
Exchange rates
Time series
Chaos theory - Opis:
- This paper applies non-linear methods to analyze and predict the daily open S&P index which is one of the most important stock index in the world. The aim of the analysis is to quantitatively show if the corresponding time series is a deterministic chaotic one and if one or more days ahead prediction can be achieved. These results make the present work a valuable tool for traders investors and funds.
- Źródło:
-
Equilibrium. Quarterly Journal of Economics and Economic Policy; 2013, 8, 4; 125-135
1689-765X
2353-3293 - Pojawia się w:
- Equilibrium. Quarterly Journal of Economics and Economic Policy
- Dostawca treści:
- Biblioteka Nauki
Artykuł