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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Bibliographic Details
Main Author: Duarte, Fernando B. (author)
Other Authors: Machado, J. A. Tenreiro (author), Duarte, Gonçalo Monteiro (author)
Format: article
Language:eng
Published: 2014
Subjects:
Pseudo phase plane
Fourier transform
Power law
Fractional calculus
Online Access:http://hdl.handle.net/10400.22/4269
Country:Portugal
Oai:oai:recipp.ipp.pt:10400.22/4269

Internet

http://hdl.handle.net/10400.22/4269

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