Algumas evidências da presença de não-linearidades compatíveis com caos determinístico no IBOVESPA na década de 1990
The purpose of the paper is to look for indications of chaotic dynamics in the monthly evolution of IBOVESPA in the period 1978/2000. This kind of dynamics, as it is known, implicates that the series will present high sensibility to variations in initial conditions, but not a random behavior. The t...
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| Format: | Article |
| Language: | Portuguese |
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Universidade de São Paulo
2002-06-01
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| Series: | Economia Aplicada |
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| Online Access: | https://www.revistas.usp.br/ecoa/article/view/219915 |