Harrison, Robert G.; Yu, Dejin; Oxley, Les; Lu, Weiping; … - In: Mathematics and Computers in Simulation (MATCOM) 48 (1999) 4, pp. 497-502
Academic and applied researchers in economics have, in the last 10 years, become increasingly interested in the topic of chaotic dynamics. In this paper we undertake non-linear dynamical analysis of one representative time series taken from financial markets, namely the Standard and Poor's (S&P)...