Munich Personal RePEc Archive
metadata only
Market characteristics and chaos dynamics in stock markets: an international comparison
The chaos theory assumes that the returns dynamics are not normally distributed and more complex approaches have to be used to study these time series. In fact, the Fractal Market Hypothesis assumes that the returns dynamics are not independent of the investors’ attitudes and represent the result of
Conceptio Open Archive
Analyze & explore related research in Conceptio
Connect this record directly into your research workflow or AI agent. Explore citations across open repositories, query full text, and export structured proof bundles.
This document is indexed with metadata only: full text is not available in the archive for this record. Open the official source ↗
Related documents
- Evidencia De Comportamiento Caótico En Indices Bursátiles Americanos#1275158
- Behaviour of trading and non-trading stock returns in the Malaysian Stock Market#1278304
- Modelling Round-the-Clock Price Discovery for Cross-Listed Stocks using State Space Methods#942385
- Nonlinearities and financial contagion in Latin American stock markets#947553
- The North American natural gas liquids markets are chaotic#1274560
Record · ID 1275890
Retrieved via Conceptio: every document is proof-bundled with source, license, and retrieval metadata.
Retrieved via Conceptio: every document is proof-bundled with source, license, and retrieval metadata.
Bring this data into your agent: Connect via MCP or API · 20 free credits to start · no card required
Read the Docs → · View CLI source on GitHub · Conceptio Open Knowledge Archive
Read the Docs → · View CLI source on GitHub · Conceptio Open Knowledge Archive