Detail publikačního výsledku

Chaos and Stock Market

DOSTÁL, P., ZMEŠKAL, O.

Original Title

Chaos and Stock Market

English Title

Chaos and Stock Market

Type

Paper in proceedings (conference paper)

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

English 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

Key words in English

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

Authors

DOSTÁL, P., ZMEŠKAL, O.

Released

01.01.2001

Publisher

UTB Zlín

Location

Zlín

ISBN

80-7318-030-8

Book

Prediction Conference Nostradamus 2001

Pages from

539

Pages count

3

Full text in the Digital Library

http://hdl.handle.net/

BibTex

@inproceedings{BUT6175,
  author="Petr {Dostál} and Oldřich {Zmeškal}",
  title="Chaos and Stock Market",
  booktitle="Prediction Conference Nostradamus 2001",
  year="2001",
  pages="3",
  publisher="UTB Zlín",
  address="Zlín",
  isbn="80-7318-030-8"
}