The implications of chaos theory on Bucharest stock exchange
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References listed on IDEAS
- Jonathan Blackledge & Kieran Murphy, 2011. "Currency Trading Using the Fractal Market Hypothesis," Chapters, in: Giancarlo Nota (ed.), Risk Management Trends, IntechOpen.
- Linda P. Beckerman, 2000. "Application of complex systems science to systems engineering," Systems Engineering, John Wiley & Sons, vol. 3(2), pages 96-102.
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Keywords
chaos theory; random; determinism; initial conditions; chaotic time series; emerging capital markets;All these keywords.
JEL classification:
- C58 - Mathematical and Quantitative Methods - - Econometric Modeling - - - Financial Econometrics
- G11 - Financial Economics - - General Financial Markets - - - Portfolio Choice; Investment Decisions
- G14 - Financial Economics - - General Financial Markets - - - Information and Market Efficiency; Event Studies; Insider Trading
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