Martingales, nonlinearity, and chaos
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Publication:1978586
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Cites work
- scientific article; zbMATH DE number 4207189 (Why is no real title available?)
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- A single-blind controlled competition among tests for nonlinearity and chaos
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Cited in
(23)- Chaotic time series analysis in economics: balance and perspectives
- Testing for nonlinearity and chaos in economic time series with noise titration
- Quantum model for the price dynamics: The problem of smoothness of trajectories
- Assessing nonlinear structures in real exchange rates using recurrence plot strategies
- Complexity measure by ordinal matrix growth modeling
- Variance of entropy for testing time-varying regimes with an application to meme stocks
- Complex economic dynamics: Chaotic saddle, crisis and intermittency
- Consumer preferences and demand systems
- Dynamics of the Shapovalov mid-size firm model
- Large portfolio losses in a turbulent market
- On complex behavior and exchange rate dynamics
- No evidence of chaos but some evidence of dependence in the US stock market.
- Study of irregular dynamics in an economic model: attractor localization and Lyapunov exponents
- A positive Lyapunov exponent in Swedish exchange rates?
- Pairs trading with topological data analysis
- High level chaos in the exchange and index markets
- A BAYESIAN CLASSIFICATION APPROACH TO MONETARY AGGREGATION
- Efficient goods inspection demand at ports: a comparative forecasting approach
- TESTING FOR NONLINEARITY & MODELING VOLATILITY IN EMERGING CAPITAL MARKETS: THE CASE OF TUNISIA
- Looking for systematic approach to select chaos tests
- NONLINEARITY IN THE CANADIAN AND U.S. LABOR MARKETS: UNIVARIATE AND MULTIVARIATE EVIDENCE FROM A BATTERY OF TESTS
- Testing for efficiency and non-linearity in market and natural time series
- Titration of chaos with added noise
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