Economics, Econometrics and Finance
3 years ago

Chaos Unleashed: Indonesia Stock Market Revealed as Nonlinear Dynamic System

SSRN Electronic Journal
Is Indonesia Capital Market Chaos? An Empirical Study on the Indonesia Stock Exchange (IDX) Daily Composite Index Return
Minarnita Yanti Verawati Bakara

Paper Summary

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The study looked at chaos in Indonesia's stock market by analyzing daily returns from 1988 to 2003. Using various tools, they found evidence of a chaotic structure in the Jakarta Stock Exchange Index, showing a non-linear dynamic system with low-dimensional chaos.