Publication detail

Chaos and Stock Market

DOSTÁL, P., ZMEŠKAL, O.

Original Title

Chaos and Stock Market

Type

conference paper

Language

English

Original Abstract

The article deals with Hurst exponent, which calculated the rate of chaos of time series, and with Lyapunov exponent, which determines the predictability of time series. These exponents are part of the Chaos Theory and Fractal Market Hypotesis

Keywords

Hurst exponent, Lyapunov exponent, shares, time series, chaos, Fractal Market Hypotesis

Authors

DOSTÁL, P., ZMEŠKAL, O.

RIV year

2001

Released

1. 1. 2001

Publisher

UTB Zlín

Location

Zlín

ISBN

80-7318-030-8

Book

Prediction Conference Nostradamus 2001

Pages from

539

Pages to

541

Pages count

3

BibTex

@{BUT68823
}