Investigating the Nonlinear Dynamics of Emerging and Developed Stock Markets
Financial time-series has been of interest of many statisticians and financial experts. Understanding the characteristic features of a financial-time series has posed some difficulties because of its quasi-periodic nature. Linear statistics can be applied to a periodic time series, but since finan...
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| Format: | Article |
| Language: | English |
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Eastern Macedonia and Thrace Institute of Technology
2015-01-01
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| Series: | Journal of Engineering Science and Technology Review |
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| Online Access: | http://www.jestr.org/downloads/Volume8Issue1/fulltext128115.pdf |