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Hurst exponent dynamics of S&P 500 returns: Implications for market efficiency, long memory, multifractality and financial crises predictability by application of a nonlinear dynamics analysis framework

Chaos, solitons and fractals, 2023-01, Vol.166, p.112884, Article 112884

Vogl, Markus

2023

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Controversy in financial chaos research and nonlinear dynamics: A short literature review

Chaos, solitons and fractals, 2022-09, Vol.162, p.112444, Article 112444

Vogl, Markus

2022

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Chaos measure dynamics in a multifactor model for financial market predictions

Communications in nonlinear science & numerical simulation, 2024-03, Vol.130, p.107760, Article 107760

Vogl, Markus

2024

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Forecasting performance of wavelet neural networks and other neural network topologies: A comparative study based on financial market data sets

Machine learning with applications, 2022-06, Vol.8, p.100302, Article 100302

2022

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Quantitative modelling frontiers: a literature review on the evolution in financial and risk modelling after the financial crisis (2008–2019)

SN Business & Economics, 2022-01, Vol.2 (12), p.183-183, Article 183

Vogl, Markus

2022

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Green cryptocurrencies versus sustainable investments dynamics: Exploration of multifractal multiscale analysis, multifractal detrended cross-correlations and nonlinear Granger causality

Physica A, 2024-11, Vol.653, p.130085, Article 130085

2024

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Digitally fabricated aesthetic enhancements and enrichments

AI & society, 2021-12, Vol.36 (4), p.1343-1348

2021

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Dynamics of green and conventional bond markets: Evidence from the generalized chaos analysis

Physica A, 2024-01, Vol.633, p.129397, Article 129397

2024

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Chaoticity versus stochasticity in financial markets: Are daily S&P 500 return dynamics chaotic?

Communications in nonlinear science & numerical simulation, 2022-05, Vol.108, p.106218, Article 106218

2022

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Das Handy an berufsbildenden höheren Schulen: Unkorrigierte Fassung

Vogl, Markus

2011

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Versus 0.02 [gridiron] – Super Bowl 50

Sciences du Design, 2017-11, Vol.n° 6 (2), p.13-19

2017

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Trend Momentum II: Driving Forces of Low Volatility and Momentum

International journal of financial research, 2021-01, Vol.12 (3), p.300

2021

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S.A.R.A: synesthetic augmented reality application

Proceedings of the 2014 ACM International Symposium on Wearable Computers: Adjunct Program, 2014, p.21-25

2014

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Co-integrated Chaos Measure Dynamics in a Multifactor Model for Financial Market Predictions

SSRN Electronic Journal, 2022

Vogl, Markus

2022

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Controversy in Financial Chaos Research and Nonlinear Dynamics: A Short Literature Review

SSRN Electronic Journal

Vogl, Markus

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Cryptocurrencies versus Sustainable Investments Dynamics: Exploration of Multifractal Multiscale Analysis, Multifractal Detrended Cross-Correlations and Nonlinear Granger Causality

SSRN Electronic Journal, 2024

2024

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Circadian Capital

Leonardo (Oxford), 2010-02, Vol.43 (1), p.10-10

2010

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Dynamics of Green and Conventional Bond Markets: Evidence from the Generalized Chaos Analysis

SSRN Electronic Journal, 2023

2023

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Decrypting the Triad of Climate Policies, Macroeconomic Interdependencies and Quantitative Modelling: A Literature Review on Quantifying Climate Risks

SSRN Electronic Journal, 2023

2023

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Hurst Dynamics of S&P500 Returns: Implications and Impact on Market Efficiency, Long Memory, Multifractality and Financial Crises Predictability

SSRN Electronic Journal

Volltextzugriff (PDF)

Chaoticity Versus Stochasticity in Financial Markets: Are Daily S&P 500 Return Dynamics Chaotic?

SSRN Electronic Journal

Volltextzugriff (PDF)

Insights, Trends and Frontiers: A Literature Review on Financial and Risk Modelling in the Information Age (2008-2019)

SSRN Electronic Journal

Volltextzugriff (PDF)

Nonlinear Dynamics of Islamic Fixed Income Securities: Evidence from Generalized Chaos Analysis Framework

SSRN Electronic Journal, 2023

2023

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Trend Momentum II: Driving Forces of Low Volatility and Momentum

SSRN Electronic Journal

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Leonardo Gallery: The Leonardo/ISAST Student Art Contest

Leonardo (Oxford), 2010-01, Vol.43 (1), p.8-23

2010

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Hurst exponent dynamics of S&P 500 returns: Implications for market efficiency, long memory, multifractality and financial crises predictability by application of a nonlinear dynamics analysis framework

Controversy in financial chaos research and nonlinear dynamics: A short literature review

Chaos measure dynamics in a multifactor model for financial market predictions

Forecasting performance of wavelet neural networks and other neural network topologies: A comparative study based on financial market data sets

Quantitative modelling frontiers: a literature review on the evolution in financial and risk modelling after the financial crisis (2008–2019)

Green cryptocurrencies versus sustainable investments dynamics: Exploration of multifractal multiscale analysis, multifractal detrended cross-correlations and nonlinear Granger causality

Digitally fabricated aesthetic enhancements and enrichments

Dynamics of green and conventional bond markets: Evidence from the generalized chaos analysis

Chaoticity versus stochasticity in financial markets: Are daily S&P 500 return dynamics chaotic?

Das Handy an berufsbildenden höheren Schulen: Unkorrigierte Fassung

Versus 0.02 [gridiron] – Super Bowl 50

Trend Momentum II: Driving Forces of Low Volatility and Momentum

S.A.R.A: synesthetic augmented reality application

Co-integrated Chaos Measure Dynamics in a Multifactor Model for Financial Market Predictions

Controversy in Financial Chaos Research and Nonlinear Dynamics: A Short Literature Review

Cryptocurrencies versus Sustainable Investments Dynamics: Exploration of Multifractal Multiscale Analysis, Multifractal Detrended Cross-Correlations and Nonlinear Granger Causality

Circadian Capital

Dynamics of Green and Conventional Bond Markets: Evidence from the Generalized Chaos Analysis

Decrypting the Triad of Climate Policies, Macroeconomic Interdependencies and Quantitative Modelling: A Literature Review on Quantifying Climate Risks

Hurst Dynamics of S&P500 Returns: Implications and Impact on Market Efficiency, Long Memory, Multifractality and Financial Crises Predictability

Chaoticity Versus Stochasticity in Financial Markets: Are Daily S&P 500 Return Dynamics Chaotic?

Insights, Trends and Frontiers: A Literature Review on Financial and Risk Modelling in the Information Age (2008-2019)

Nonlinear Dynamics of Islamic Fixed Income Securities: Evidence from Generalized Chaos Analysis Framework

Trend Momentum II: Driving Forces of Low Volatility and Momentum

Leonardo Gallery: The Leonardo/ISAST Student Art Contest

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