Application of the moving Lyapunov exponent to the S&P 500 index to predict major declines
Stefanos Tsakonas, Michael Hanias, Lykourgos Magafas and Loukas Zachilas
| Year of publication: |
2022
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|---|---|
| Authors: | Tsakonas, Stefanos ; Hanias, Michael ; Magafas, Lykourgos ; Zachilas, Loukas |
| Published in: |
Journal of risk. - London : Infopro Digital Risk, ISSN 1465-1211, ZDB-ID 1476260-2. - Vol. 24.2022, 5, p. 33-49
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| Subject: | chaos theory | forecasting | nonlinear analysis | stock market crash | critical transitions | Prognoseverfahren | Forecasting model | Finanzkrise | Financial crisis | Chaostheorie | Chaos theory | Börsenkurs | Share price | Zeitreihenanalyse | Time series analysis | Nichtlineare Dynamik | Nonlinear dynamics |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.21314/JOR.2022.033 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014546349