Chaotic behavior in Malaysian stock market: A study with recurrence quantification analysis
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 anal...
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| Main Authors: | , , |
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| Other Authors: | |
| Format: | Conference Paper |
| Published: |
American Institute of Physics Inc.
2023
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| Institution: | Universiti Tenaga Nasional |