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
}