Evidence of a random multifractal turbulent structure in the Dow Jones industrial average

Chaos, Solitons and Fractals

Volumn 13, Issue 6, 2002, Pages 1309-1315

  Andreadis, Ioannis ^a   Serletis, Apostolos ^b  

^a Center of Management Studies   (Netherlands)

^b UNIVERSITY OF CALGARY   (Canada)

Author keywords

[No Author keywords available]

Indexed keywords

RANDOM PROCESSES; STATISTICAL METHODS; TURBULENCE; TURBULENT FLOW;

MULTIFRACTAL TURBULENT STRUCTURES;

FRACTALS;

EID: 0036567922     PISSN: 09600779     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0960-0779(01)00138-2     Document Type: Article

References (18)

1. Self-criticality and stochasticity of a S & P 500 index time series
2. On stochasticity and turbulence in the federal funds market
3. Self-organized criticality
4. Martingales, nonlinearity, and chaos
5. The behavior of stock market prices
6. Efficient capital markets: A review of theory and empirical work
7. Turbulent cascades in foreign exchange markets
8. Low q-moment multifractal analysis of gold price, Dow Jones industrial average and BGL-USD exchange rate
9. Absence of 1/f spectra in Dow Jones average
10. The variation of certain speculative stock prices
11. Turbulence and financial markets
12. Distinguishing between low-dimensional dynamics and randomness in measure time series
13. Does the stock market rationally reflect fundamental values
14. No evidence of chaos but some evidence of multifractals in the foreign exchange and the stock markets
15. Fractal dimensions and spectra of interfaces with application to turbulence