Testing chaotic dynamics via Lyapunov exponents.

DOI10.1016/S0167-2789(97)00306-0MaRDI QIDQ1963425zbMATH OpenOpenAlexFDO

Authors Mikael Bask, Ramazan Gençay

Publication date 1 February 2000

Published in Physica D (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/s0167-2789(97)00306-0

Mathematics Subject Classification ID

Strange attractors, chaotic dynamics of systems with hyperbolic behavior (37D45) Dynamical systems in optimization and economics (37N40)

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Cites work

• A statistical framework for testing chaotic dynamics via Lyapunov exponents
• scientific article; zbMATH DE number 854585 (Why is no real title available?)

Cited in

(16)

• A positive Lyapunov exponent in Swedish exchange rates?
• On complex behavior and exchange rate dynamics
• A strange double-deck butterfly chaotic attractor from a permanent magnet synchronous motor with smooth air gap: numerical analysis and experimental observation
• The bootstrap and Lyapunov exponents in deterministic chaos
• A statistical framework for testing chaotic dynamics via Lyapunov exponents
• Chaoticity versus stochasticity in financial markets: are daily S\&P 500 return dynamics chaotic?
• Partial chaos suppression in a fractional order macroeconomic model
• Testing for chaos in deterministic systems with noise
• A new test for chaos in deterministic systems
• Statistical Tests for Lyapunov Exponents of Deterministic Systems
• Examining the chaotic behavior in dynamical systems by means of the 0-1 test
• scientific article; zbMATH DE number 880296 (Why is no real title available?)
• Transient chaos measurements using finite-time Lyapunov exponents
• Random walk or chaos: a formal test on the Lyapunov exponent
• TESTING CHAOTIC DYNAMICS IN SYSTEMS WITH TWO POSITIVE LYAPUNOV EXPONENTS: A BOOTSTRAP SOLUTION
• Chaos measure dynamics in a multifactor model for financial market predictions

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