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Chaotic behavior in Malaysian stock market: A study with recurrence quantification analysis

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dc.citedby1
dc.contributor.authorNiu B.V.W.en_US
dc.contributor.authorNoorani M.S.M.en_US
dc.contributor.authorJaaman S.H.en_US
dc.contributor.authorid57193526784en_US
dc.contributor.authorid6603683028en_US
dc.contributor.authorid26531398900en_US
dc.date.accessioned2023-05-29T06:11:20Z
dc.date.available2023-05-29T06:11:20Z
dc.date.issued2016
dc.description.abstractThe 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).en_US
dc.description.natureFinalen_US
dc.identifier.ArtNo50013
dc.identifier.doi10.1063/1.4966832
dc.identifier.scopus2-s2.0-85014625565
dc.identifier.urihttps://www.scopus.com/inward/record.uri?eid=2-s2.0-85014625565&doi=10.1063%2f1.4966832&partnerID=40&md5=233e5ad7270dc812ecf658e4c3eafbb5
dc.identifier.urihttps://irepository.uniten.edu.my/handle/123456789/22616
dc.identifier.volume1784
dc.publisherAmerican Institute of Physics Inc.en_US
dc.sourceScopus
dc.sourcetitleAIP Conference Proceedings
dc.titleChaotic behavior in Malaysian stock market: A study with recurrence quantification analysisen_US
dc.typeConference Paperen_US
dspace.entity.typePublication
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