Determinism in Financial Time Series

DOI10.2202/1558-3708.1134zbMath1080.91565MaRDI QIDQ3368319

Michael Small, Chi Kong Tse

Publication date: 27 January 2006

Published in: Studies in Nonlinear Dynamics & Econometrics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.2202/1558-3708.1134

zbMATH Keywords

chaos; surrogate data; nonlinear dynamics; correlation dimension

Mathematics Subject Classification ID

91B84: Economic time series analysis

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Unraveling chaotic attractors by complex networks and measurements of stock market complexity, Complex economic dynamics: Chaotic saddle, crisis and intermittency, Statistical moments of Gaussian kernel correlation sum and weighted least square estimator of correlation dimension and noise level, Algorithms for generating surrogate data for sparsely quantized time series

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