Chaos in Economics and Finance

This paper focuses on the use of dynamical chaotic systems in Economics and Finance. In these fields, researchers employ different methods from those taken by mathematicians and physicists. We discuss this point. Then, we present statistical tools and problems which are innovative and can be useful in practice to detect the existence of chaotic behavior inside real data sets.

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Year of publication:	2009-04
Authors:	Guegan, Dominique
Institutions:	HAL
Subject:	Chaos \| Deterministic dynamical system \| Economics \| Estimation theory \| Finance \| Forecasting

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Extent:	application/pdf
Series:	Post-Print.
Type of publication:	Book / Working Paper
Notes:	View the original document on HAL open archive server: http://halshs.archives-ouvertes.fr/halshs-00375713 Published, Annual Reviews in Control, 2009, 33, 1, 89-93
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10010738625