A metric and topological analysis of determinism in the crude oil spot market
Year of publication: |
2012
|
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Authors: | Barkoulas, John T. ; Chakraborty, Atreya ; Ouandlous, Arav |
Published in: |
Energy economics. - Amsterdam : Elsevier, ISSN 0140-9883, ZDB-ID 795279-X. - Vol. 34.2012, 2, p. 584-591
|
Subject: | Nonlinear dynamics | Chaos | Correlation dimension | Lyapunov exponents | Recurrence plots | Nichtlineare Dynamik | Zeitreihenanalyse | Time series analysis | Chaostheorie | Chaos theory | Korrelation | Correlation | Ölmarkt | Oil market |
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