Impetus for future growth in the globalization of stockinvestments: an evidence from joint time series and chaos analyses
Hoque, M.
Computational Intelligence for Financial Engineering, 1996., Proceedings of the IEEE/IAFE 1996 Conference on
Volume , Issue , 24-26 Mar 1996 Page(s):49 - 57
Digital Object Identifier   10.1109/CIFER.1996.501822
Summary:The central focus of this paper is to conduct an elaborate search for chaos in the national stock market index prices. We looked at 810 days of index prices by employing all the techniques discussed in the finance literature. The structures sorted out in this paper were calendar and non-calendar factors. We provide conclusive evidence for the presence of chaos in national stock index prices data. Most importantly, this provides a rational impetus for future growth in international portfolio investments in a highly integrated world. Furthermore, future exploration of the underlying structure confirmed by the presence of chaos may lead to the clarification of unexplained changes in national stock index prices

» View citation and abstract

Log in by entering your IEEE Web Account Username and Password.

IEEE Communications Society members: If you subscribe to the IEEE Electronic Periodicals Package or IEEE Electronic Periodicals Package Plus, you must access your subscription at www.comsoc.org.

Check with your librarian, information professional, or system manager to determine if you need to log in. Please complete the online Technical Support Form if you need assistance.

Select the Purchase History link to access the document. You will have 5 Days after purchase to access the Full Text PDF. Please complete the online Technical Support Form if you need assistance.

• Search and access Abstract records free of charge
• Register for table of contents alerts
• Purchase Full Text PDF documents

» Learn more about subscription options or how to become an IEEE Member.