Wykorzystanie metod chaosu deterministycznego do oceny dynamiki wybranych spółek funkcjonujących na polskiej giełdzie na tle kryzysu gospodarczego
Using methods of deterministic chaos in the dynamics assessment of selected companies on Polish Stock Exchange against a background of the economic cr
Author(s): Nina Siemieniuk, Joanna GierałtowskaSubject(s): Economy
Published by: Wydawnictwo Uniwersytetu Ekonomicznego we Wrocławiu
Keywords: deterministic chaos; Hurst index; joint-stock company; capital market
Summary/Abstract: The aim of this paper is to compare the levels of chaos ratios of a company listed on the Warsaw Stock Exchange in the period immediately preceding the beginning of recession and in the period preceding the signals of markets destabilization. Additionally, the results of the analysis of a current situation i.e. from September 2008 to 22 April 2010 are presented.
Journal: Prace Naukowe Uniwersytetu Ekonomicznego we Wrocławiu
- Issue Year: 2011
- Issue No: 158
- Page Range: 1068-1080
- Page Count: 13
- Language: Polish