NON LINEAR ANALYSIS OF S&P INDEX

Michael Hanias, Lykourgos Magafas () and P. Konstantaki
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Michael Hanias: Kavala Institute of Technology, Greece
Lykourgos Magafas: Kavala Institute of Technology, Greece
P. Konstantaki: Kavala Institute of Technology, Greece

Equilibrium. Quarterly Journal of Economics and Economic Policy, 2013, vol. 8, issue 4, 125-135

Abstract: 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.

Keywords: Exchange rates; Time series; Chaos theory (search for similar items in EconPapers)
JEL-codes: C53 C63 G17 (search for similar items in EconPapers)
Date: 2013
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Citations: View citations in EconPapers (1)

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Persistent link: https://EconPapers.repec.org/RePEc:pes:ierequ:v:8:y:2013:i:4:p:125-135

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