Chaos , Solitons and Fractals Nonlinear Science , and Nonequilibrium and Complex Phenomena

@inproceedings{Lahmiri2018ChaosS,
  title={Chaos , Solitons and Fractals Nonlinear Science , and Nonequilibrium and Complex Phenomena},
  author={Salim Lahmiri and S. Bekiros},
  year={2018}
}
Recent works in econophysics have quantitatively shown that the latest global financial crisis has considerably affected nonlinear dynamics in markets worldwide. In the current study, we focus on complexity in volatility time series during pre-crisis, crisis, and post-crisis time periods. In this regard, a large set of international stock and commodity markets as well as economic uncertainty indices is considered in our work. The main finding is that empirical distributions of long memory… CONTINUE READING
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