Chaoticity versus stochasticity in financial markets: are daily S\&P 500 return dynamics chaotic?

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WHY THE RETURN NOTION MATTERS

Cited In (3)

Chaos measure dynamics in a multifactor model for financial market predictions
Recurrence-based reconstruction of dynamic pricing attractors
Is it possible to study chaotic and ARCH behaviour jointly? application of a noisy Mackey-Glass equation with heteroskedastic errors to the Paris Stock exchange returns series

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