Pages that link to "Item:Q5687578"
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The following pages link to Chaos and nonlinear forecastability in economics and finance (Q5687578):
Displaying 15 items.
- Sustaining stable dynamics of a fractional-order chaotic financial system by parameter switching (Q316094) (← links)
- Chaotic analysis of the foreign exchange rates (Q870183) (← links)
- A positive Lyapunov exponent in Swedish exchange rates? (Q1419065) (← links)
- Self-criticality and stochastic of an S{\&}P 500 index time series (Q1576625) (← links)
- The chaotic attractor analysis of DJIA based on manifold embedding and Laplacian eigenmaps (Q1793624) (← links)
- Expectational diversity in monetary economies (Q1978588) (← links)
- Chaotic signals inside some tick-by-tick financial time series (Q2120710) (← links)
- A characterization of Markov equilibrium in stochastic overlapping generations models (Q2246699) (← links)
- Does composite index of NYSE represents chaos in the long time scale? (Q2490223) (← links)
- Estimating the largest Lyapunov exponent and noise level from chaotic time series (Q2944571) (← links)
- If Nonlinear Models Cannot Forecast, What Use Are They? (Q3368190) (← links)
- Determinism in Financial Time Series (Q3368319) (← links)
- Necessity and chance: deterministic chaos in ecology and evolution (Q4885219) (← links)
- A financial chaotic system control method based on intermittent controller (Q6534546) (← links)
- Shrimp-shaped structure and period-bubbling route to chaos in a one-dimensional economic model (Q6663692) (← links)
