Title:Nonlinear dynamics of equity, currency and commodity markets in the aftermath of the global financial crisis Author(s):LAHMIRI, Salim; SALAH UDDIN, Gazi; BEKIROS, Stelios D.Date:2017Citation:
- Chaos, solitons & fractals, 2017, Vol. 103, pp. 342-346
Type:ArticleAbstract:We attempt to quantify the intrinsic nonlinear dynamics of thirty international financial markets. Fractality, chaoticity and randomness are explored during and after the recent global financial crisis. We find that most ...