Please use this identifier to cite or link to this item:
http://dspace.uniten.edu.my/jspui/handle/123456789/8759| DC Field | Value | Language |
|---|---|---|
| dc.contributor.author | Niu, B.V.W. | |
| dc.contributor.author | Noorani, M.S.M. | |
| dc.contributor.author | Jaaman, S.H. | |
| dc.date.accessioned | 2018-02-21T04:28:07Z | - |
| dc.date.available | 2018-02-21T04:28:07Z | - |
| dc.date.issued | 2016 | |
| dc.identifier.uri | http://dspace.uniten.edu.my/jspui/handle/123456789/8759 | - |
| dc.description.abstract | The dynamics of stock market has been questioned for decades. Its behavior appeared random yet some found it behaves as chaos. Up to 5000 daily adjusted closing data of FTSE Bursa Malaysia Kuala Lumpur Composite Index (KLSE) was investigated through recurrence plot and recurrence quantification analysis. Results were compared between stochastic system, chaotic system and deterministic system. Results show that KLSE daily adjusted closing data behaves chaotically. © 2016 Author(s). | |
| dc.title | Chaotic behavior in Malaysian stock market: A study with recurrence quantification analysis | |
| item.fulltext | No Fulltext | - |
| item.grantfulltext | none | - |
| Appears in Collections: | COE Scholarly Publication | |
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