Self-criticality and stochasticity of an S&P 500 index time series

Chaos, solitons and fractals

Volumn 11, Issue 7, 2000, Pages 1047-1059

  Andreadis, Ioannis ^a  

^a Univ S   (Germany)

Author keywords

[No Author keywords available]

Indexed keywords

BROWNIAN MOVEMENT; FRACTALS; INDUSTRIAL ECONOMICS; MATHEMATICAL MODELS; PROBABILITY DISTRIBUTIONS; RANDOM PROCESSES; TIME SERIES ANALYSIS;

SELF-CRITICALITY;

CHAOS THEORY;

EID: 0033896026     PISSN: 09600779     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0960-0779(98)00335-X     Document Type: Article

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