OCENA CHARAKTERU ZMIENNOŚCI POLSKIEGO RYNKU AKCJI
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Date
2001
Authors
Doman, Małgorzata
Advisor
Editor
Journal Title
Journal ISSN
Volume Title
Publisher
Wydział Prawa i Administracji UAM
Title alternative
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.
Description
Sponsor
Keywords
Citation
Ruch Prawniczy, Ekonomiczny i Socjologiczny 63, 2001, z. 3, s. 135-146
Seria
ISBN
ISSN
0035-9629