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Can the Lasota (1977)'s model compete with the Mackey-Glass (1977)'s model in nonlinear modelling of financial time series?
Hennani, Rachida - 2015
Persistent link: https://www.econbiz.de/10011300800
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Testing for nonlinear structure and chaos in economic time series : a comment
Hommes, Cars H.; Manzan, Sebastiano - 2005 - August 2005, Journal of Macroeconomics, forthcoming
This short paper is a comment on ``Testing for Nonlinear Structure and Chaos in Economic Time Series'' by Catherine … outliers and noisy chaos. In particular, we include some new simulations to investigate whether economic time series may be … characterized by low dimensional noisy chaos. …
Persistent link: https://www.econbiz.de/10011349217
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Nonlinearity in investment grade Credit Default Swap (CDS) indices of US and Europe : evidence from BDS and close-returns tests
Madhavan, Vinodh - In: Global finance journal 24 (2013) 3, pp. 266-279
Persistent link: https://www.econbiz.de/10010345899
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Why should economics give chaos theory another chance?
Beker, Víctor A. - In: Complexity in economics : cutting edge research, (pp. 205-223). 2014
Persistent link: https://www.econbiz.de/10011502412
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Uncovering nonlinear dynamics in air transport demand
Inglada-Pérez, Lucìa - In: International journal of transport economics : IJTE 43 (2016) 1/2, pp. 33-65
Persistent link: https://www.econbiz.de/10011559425
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Investigating the nature of nonlinearity in Indian Exchange Traded Funds (ETFs)
Madhavan, Vinodh - In: Managerial finance 40 (2014) 4, pp. 395-415
Persistent link: https://www.econbiz.de/10010344093
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Testing for nonlinearity and chaos in economic time series with noise titration
Caraiani, Petre - In: Economics letters 120 (2013) 2, pp. 192-194
Persistent link: https://www.econbiz.de/10010127780
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The edge of chaos : financial booms, bubbles, crashes, and chaos
Cohen, Bernice - 1997
Persistent link: https://www.econbiz.de/10000596826
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The Euro/Dollar exchange rate : chaotic or non-chaotic? : a continuous time model with heterogeneous beliefs
Federici, Daniela; Gandolfo, Giancarlo - In: Journal of economic dynamics & control 36 (2012) 4, pp. 670-681
Persistent link: https://www.econbiz.de/10009554322
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Goodwin in Siena : economist, social philosopher and artist
Di Matteo, Massimo; Sordi, Serena - In: Cambridge journal of economics 39 (2015) 6, pp. 1507-1527
Persistent link: https://www.econbiz.de/10011415947