Nonlinearities and Chaos: A New Analysis of CEE Stock Markets

After a long transition period, the Central and Eastern European (CEE) capital markets have consolidated their place in the financial systems. However, little is known about the price behavior and efficiency of these markets. In this context, using a battery of tests for nonlinear and chaotic behavi...

Full description

Bibliographic Details
Main Authors: Claudiu Tiberiu Albulescu, Aviral Kumar Tiwari, Phouphet Kyophilavong
Format: Article
Language:English
Published: MDPI AG 2021-03-01
Series:Mathematics
Subjects:
Online Access:https://www.mdpi.com/2227-7390/9/7/707