Deterministic chaos and forecasting in Amazon's share prices
Year of publication: |
2020
|
---|---|
Authors: | Hanias, Michael ; Tsakonas, Stefanos ; Magafas, Lykourgos ; Thalassinos, Eleftherios ; Zachilas, Loukas |
Published in: |
Equilibrium : quarterly journal of economics and economic policy. - Olsztyn : Instytut Badań Gospodarczych, ISSN 2353-3293, ZDB-ID 2753615-4. - Vol. 15.2020, 2, p. 253-273
|
Subject: | time series | chaos theory | econophysics | forecasting | Chaostheorie | Chaos theory | Zeitreihenanalyse | Time series analysis | Börsenkurs | Share price | Prognoseverfahren | Forecasting model | Ökonophysik | Econophysics |
-
Application of the moving Lyapunov exponent to the S&P 500 index to predict major declines
Tsakonas, Stefanos, (2022)
-
Predictability and herding of bourse volatility : an econophysics analogue
Ghosh, Bikramaditya, (2018)
-
A Markov-switching multifractal approach to forecasting realized volatility
Lux, Thomas, (2011)
- More ...
-
An econometric analysis of international trade : the case of Grece
Thalassinos, Eleftherios, (1983)
-
Observing evidence of insider trading in the Athens Stock Exchange
Thalassinos, Eleftherios, (2012)
-
Trends and developments in the European financial sector
Thalassinos, Eleftherios, (2008)
- More ...