Title:Disturbances and complexity in volatility time series Author(s):LAHMIRI, Salim; BEKIROS, Stelios D.Date:2017Citation:
- Chaos, solitons & fractals, 2017, Vol. 105, pp. 38-42
Type:ArticleAbstract:Recent works in econophysics have quantitatively shown that the latest global financial crisis has considerably affected nonlinear dynamics in markets worldwide. In the current study, we focus on complexity in volatility ...