Description

• Title:
  Non Linear Analysis of S&P Index
• Creator:
  Hanias, Mike;
  Magafas, Lykourgos
• Description:
   This paper applies non-linear methods to analyze and predict the daily  open S&P index which is one of the most important stock index in the world. The  aim of the analysis is to quantitatively show if the corresponding time series is  a deterministic chaotic one and if one or more days ahead prediction can be  achieved. These results make the present work a valuable tool for traders investors  and funds. 
• Object availability:
  free access
• Date:
  2014.03.18
• Type:
  info:eu-repo/semantics/article;
  info:eu-repo/semantics/publishedVersion
• Language:
  English
• Source:
  Equilibrium; Bd. 8 Nr. 4 (2013); 125-135;
  Equilibrium. Equilibrium. Quarterly Journal of Economics and Economic Policy; Vol. 8 No. 4 (2013); 125-135;
  Equilibrium; Tom 8 Nr 4 (2013); 125-135
• Format:
  application/pdf
• Publisher:
  Uniwersytet Mikołaja Kopernika
• Relation: https://apcz.umk.pl/EQUIL/article/view/EQUIL.2013.030/3106
• Subject:
  Exchange rates;
  Time series;
  Chaos theory;
  C53;
  C63;
  G17
• Identifier: https://apcz.umk.pl/EQUIL/article/view/EQUIL.2013.030
• Data provider:
  Akademicka Platforma Czasopism
• Can I use it?:
  seek permission
• Type:
  text