Beauty of financial time series

Danuta Makowiec and Andrzej Posiewnik

Physica A: Statistical Mechanics and its Applications, 2001, vol. 301, issue 1, 429-440

Abstract: AIP qualitative method of discrimination of a dynamical system among stochastic noise, deterministic noise or deterministic function is applied to three stock market indices to identify similarities and discrepancies between developed and emergent markets when some expectations for extraordinary profits are present.

Keywords: Econophysics; AIP-patterns; Empirical study of time series (search for similar items in EconPapers)
Date: 2001
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Persistent link: https://EconPapers.repec.org/RePEc:eee:phsmap:v:301:y:2001:i:1:p:429-440

DOI: 10.1016/S0378-4371(01)00402-2

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