haku: @indexterm capital markets / yhteensä: 931
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| Tekijä: | Philippatos, G. Pilarinu, E. |
| Otsikko: | Instabilities and chaotic behavior of stock prices in international capital markets |
| Lehti: | Managerial Finance
1994 : VOL. 20:5/6, p. 14-42 |
| Asiasana: | INTERNATIONAL CAPITAL MARKETS SHARE PRICES |
| Kieli: | eng |
| Tiivistelmä: | In this paper chaos is viewed as an alternative approach to modeling complex and random appearing behavior. The spatial (static) characteristics of weekly returns and price levels for eleven International Indices are quantified. The authors find evidence that all countries exhibit similar static characteristics. Evidence presented supports the examination of price series instead of returns. |
SCIMA