Nonlinearities and Chaos: A New Analysis of CEE Stock Markets

After a long transition period, the Central and Eastern European (CEE) capital markets have consolidated their place in the financial systems. However, little is known about the price behavior and efficiency of these markets. In this context, using a battery of tests for nonlinear and chaotic behavi...

詳細記述

書誌詳細
主要な著者: Claudiu Tiberiu Albulescu, Aviral Kumar Tiwari, Phouphet Kyophilavong
フォーマット: 論文
言語:English
出版事項: MDPI AG 2021-03-01
シリーズ:Mathematics
主題:
オンライン・アクセス:https://www.mdpi.com/2227-7390/9/7/707