Makowiec, Danuta; Posiewnik, Andrzej - In: Physica A: Statistical Mechanics and its Applications 301 (2001) 1, pp. 429-440
AIP qualitative method of discrimination of a dynamical system among stochastic noise, deterministic noise or deterministic function is applied to three stock market indices to identify similarities and discrepancies between developed and emergent markets when some expectations for extraordinary...