A WAY TO DETERMINE CHAOTIC BEHAVIOUR IN ROMANIAN STOCK MARKET
It is difficult to distinguish between multiple random shocks and endogenous informational inflow in nonlinear systems which show complex dynamics. For this reason, we run the chaos tests to investigate the presence of chaotic phenomena using: nonlinearity tests, Recurrence Plot (RP) and Recurrence...
| Main Authors: | , |
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| Format: | Article |
| Language: | English |
| Published: |
Sciendo
2014-12-01
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| Series: | Review of Economic and Business Studies |
| Subjects: | |
| Online Access: | http://www.rebs.ro/articles/pdfs/219.pdf |