Dynamics of the Dow Jones and the NASDAQ stock indexes
The goal of this study is the analysis of the dynamical properties of financial data series from worldwide stock market indices. We analyze the Dow Jones Industrial Average ( ∧ DJI) and the NASDAQ Composite ( ∧ IXIC) indexes at a daily time horizon. The methods and algorithms that have been explored...
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| Outros Autores: | , |
| Formato: | article |
| Idioma: | eng |
| Publicado em: |
2014
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| Assuntos: | |
| Texto completo: | http://hdl.handle.net/10400.22/4269 |
| País: | Portugal |
| Oai: | oai:recipp.ipp.pt:10400.22/4269 |