Therefore, in this study, we only examine the profitability from Rule #(1), #(2), and #(4) with short moving period of 5 and long moving period of 100 on the DJIA
, the NASDAQ, and the S&P.
In relating the DJIA
index to the NHIS health outcome data, we must recognize that the NHIS questions are generally retrospective.
The other index seasonal coefficients, ranging from 1.04 for DJIA
to 0.77 for S&P 500 index, are significant at the 10% and/or 5% levels.
Finally, the Laplacian Eigenmaps is used to extract the chaotic attractor from the redundant reconstructed phase space of DJIA
, so that the attractor of this financial system embedded in a low-dimensional manifold can be decided.
On the other hand, the DJIA
lost almost 8% in May 2010, and the S&P 500 fell by 6.3% in May 2012.
To minimize this error, and its corresponding minimum mean error, the optimal number of harmonics for the adjustment of the DJIA
(t) / GF (t) time series within the MATLAB simulation is found to be N = 55, E = 1.55 x [10.sup.-14].
of 10,783.01 at the close of 2004, coupled with a 973% increase since 1976, would yield a $32,190 deduction.
Already off 18% from its early 2000 peak, when the DJIA
reopened the following Monday it fell an additional 7.13% and the bear market became official.
In 1999, American Equity became the first carrier to offer the Dow Jones 30 (DJIA
We use a linear model, the classic OLS (Ordinary Least Squares) method, where explained variable was the return rate on WIG or WIG20 index, and explaining variables the return rates from selected indexes for the American market DJIA
(Dow Jones Industrial Average), DJCA (Dow Jones Composite Average), S&P500 (Standard & Poor 500), Nasdaq and Nasdaq 100, the British market (FTSE100 and FTSE250) and the German market (DAX).
In this analysis, market indices, such as the S&P 500 and DJIA
will be used as a proxy for the overall market.
We look at historical episodes in the United States over the last one hundred years of major stock market crashes in the Dow Jones industrial average (DJIA
), the S&P 500 and the NASDAQ indices.