Non Linear Analysis of S&P Index

This paper applies non linear methods to analyze and predict the daily open S&P index which is one of the most important stock index in the world .The aim of the analysis is to quantitatively show if the corresponding time series is a deterministic chaotic one and if one or more days ahead prediction can be achieved. These results make the present work a valuable tool for traders investors and funds.

MoreLess

Year of publication:	2013
Authors:	Michael Hanias, Lykourgos Magafas, P. Konstantaki
Published in:	Equilibrium. - Uniwersytet Mikolaja Kopernika. - Vol. 8, Issue 4.2013, p. 125-135
Publisher:	Uniwersytet Mikolaja Kopernika
Subject:	Exchange rates \| Time series \| Chaos theory

freely available

Full text |

More access options

Check Google Scholar

In German libraries (KVK)

I need help

More details

Extent:	application/pdf
Type of publication:	Article
Classification:	C53 - Forecasting and Other Model Applications ; C - Mathematical and Quantitative Methods ; G17 - Financial Forecasting
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10010741793