Statistical Interpretation And Application Of Chaotic Models In The Analysis Of Financial Markets Dynamics Cover Image

Statistička interpretacija i primena modela haosa u analizi dinamike finansijskog tržišta
Statistical Interpretation And Application Of Chaotic Models In The Analysis Of Financial Markets Dynamics

Author(s): Predrag Mitrović, Vladica Stojanović, Milan Božinović
Subject(s): Economy
Published by: Универзитет у Нишу
Keywords: models of dynamical chaos; parameters estimation; models application

Summary/Abstract: In this paper we will expose various aspects of statistical investigation and application of the nonlinear dynamical models of chaotic type. Firstly, using the formal-deductive method, we will present the definitions of some of the important classes of these models. Then we will describe the practical application of chaotic models in the investigations of dynamics in the Serbian financial market.

  • Issue Year: 2012
  • Issue No: 1
  • Page Range: 67-80
  • Page Count: 14
  • Language: English