OCENA CHARAKTERU ZMIENNOŚCI POLSKIEGO RYNKU AKCJI
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Date
2001
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Wydział Prawa i Administracji UAM
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DIAGNOSING THE POLISH STOCK MARKET VOLATILITY
Abstract
The paper presents an attempt to diagnose the Polish stock market volatility by testing for
the presence of chaotic deterministic generators of stock index returns of selected sectors of the
market. Some evidence is provided for the existence of such generators in the low dimensions for
most of the tested sectors.
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Citation
Ruch Prawniczy, Ekonomiczny i Socjologiczny 63, 2001, z. 3, s. 135-146