Martingales, nonlinearity, and chaos
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Publication:1978586
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Cites work
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Cited in
(23)- High level chaos in the exchange and index markets
- A positive Lyapunov exponent in Swedish exchange rates?
- Quantum model for the price dynamics: The problem of smoothness of trajectories
- Testing for efficiency and non-linearity in market and natural time series
- Variance of entropy for testing time-varying regimes with an application to meme stocks
- Pairs trading with topological data analysis
- Large portfolio losses in a turbulent market
- A BAYESIAN CLASSIFICATION APPROACH TO MONETARY AGGREGATION
- Titration of chaos with added noise
- Chaotic time series analysis in economics: balance and perspectives
- No evidence of chaos but some evidence of dependence in the US stock market.
- NONLINEARITY IN THE CANADIAN AND U.S. LABOR MARKETS: UNIVARIATE AND MULTIVARIATE EVIDENCE FROM A BATTERY OF TESTS
- Looking for systematic approach to select chaos tests
- Efficient goods inspection demand at ports: a comparative forecasting approach
- Complexity measure by ordinal matrix growth modeling
- Assessing nonlinear structures in real exchange rates using recurrence plot strategies
- Testing for nonlinearity and chaos in economic time series with noise titration
- On complex behavior and exchange rate dynamics
- Consumer preferences and demand systems
- Complex economic dynamics: Chaotic saddle, crisis and intermittency
- TESTING FOR NONLINEARITY & MODELING VOLATILITY IN EMERGING CAPITAL MARKETS: THE CASE OF TUNISIA
- Study of irregular dynamics in an economic model: attractor localization and Lyapunov exponents
- Dynamics of the Shapovalov mid-size firm model
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