Autor:	Doman, Małgorzata
Jazyk:	polština
Rok vydání:	2001
Popis:	The paper presents an attempt to diagnose the Polish stock market volatility by testing for the presence of chaotic deterministic generators of stock index returns of selected sectors of the market. Some evidence is provided for the existence of such generators in the low dimensions for most of the tested sectors.
Databáze:	OpenAIRE
Externí odkaz:	https://explore.openaire.eu/search/publication?articleId=od______2133::b9faf2e02fae926b8c59730e1270f918 https://hdl.handle.net/10593/5178 Zobrazit plný text záznamu