Add to ORKGSearch for empirical evidence of chaos and testing fractal and other statistical properties in the framework of time series analysis are carried on as a preparatory step in order to apply these concepts to data proper of Financial Markets and deal with the puzzling failure of traditional economic theories. Concepts like correlation dimension and Lyapunov exponents are discussed and simple Mathematica programs are given for their evaluation. Before their application to real economic data, a test on a well known nonlinear dynamical system, through the correspondent reconstructed phase space and time series, is carried out
In this paper, the authors propose the use of adapted nonlinear dynamics methods for preparing time ...
This thesis focuses on fractal analysis of economic time series. Chapter One introduces fractal anal...
In their paper Frank F., Gencay R., and Stengos T., (1988) analyze the quarterly macroeconomic data ...
Search for empirical evidence of chaos and testing fractal and other statistical properties in the f...
Search for empirical evidence of chaos and testing fractal and other statistical properties in the f...
From an empirical point of view, it is difficult to distinguish between fluctuations provoked by ran...
From an empirical point of view, it is difficult to distinguish between fluctuations provoked by ran...
From an empirical point of view, it is difficult to distinguish between fluctuations provoked by ran...
To show that a mathematical model exhibits chaotic behaviour does not prove that chaos is also prese...
The operationai significance of the Lyapunov exponent and the correlation dimension for the measurem...
This dissertation is an empirical investigation of the P:US foreign exchange rate and volume trading...
Recently there have been an increasing number of attempts to detect chaos in economic data. That sea...
The extent to which daily return data from the Athens' Stock Exchange Index exhibits nonlinear and c...
Complexity is one of the most important characteristic properties of the economic behaviour. The new...
There are two contracting viewpoints concerning the explanation of observed fluctuations in economic...
In this paper, the authors propose the use of adapted nonlinear dynamics methods for preparing time ...
This thesis focuses on fractal analysis of economic time series. Chapter One introduces fractal anal...
In their paper Frank F., Gencay R., and Stengos T., (1988) analyze the quarterly macroeconomic data ...
Search for empirical evidence of chaos and testing fractal and other statistical properties in the f...
Search for empirical evidence of chaos and testing fractal and other statistical properties in the f...
From an empirical point of view, it is difficult to distinguish between fluctuations provoked by ran...
From an empirical point of view, it is difficult to distinguish between fluctuations provoked by ran...
From an empirical point of view, it is difficult to distinguish between fluctuations provoked by ran...
To show that a mathematical model exhibits chaotic behaviour does not prove that chaos is also prese...
The operationai significance of the Lyapunov exponent and the correlation dimension for the measurem...
This dissertation is an empirical investigation of the P:US foreign exchange rate and volume trading...
Recently there have been an increasing number of attempts to detect chaos in economic data. That sea...
The extent to which daily return data from the Athens' Stock Exchange Index exhibits nonlinear and c...
Complexity is one of the most important characteristic properties of the economic behaviour. The new...
There are two contracting viewpoints concerning the explanation of observed fluctuations in economic...
In this paper, the authors propose the use of adapted nonlinear dynamics methods for preparing time ...
This thesis focuses on fractal analysis of economic time series. Chapter One introduces fractal anal...
In their paper Frank F., Gencay R., and Stengos T., (1988) analyze the quarterly macroeconomic data ...