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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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Is there Chaos on the German Labor Market? / Ist der deutsche Arbeitsmarkt chaotisch?
Neugart, Michael - In: Jahrbücher für Nationalökonomie und Statistik 218 (1999) 5-6, pp. 658-673
test German labor market data for the null hypothesis of an i.i.d. process with the BDS test. As several processes … core to German labor market dynamics. Chaos does not occur.  … Arbeitsmarkt mit Hilfe des BDS Tests auf Nichtlinearitäten untersucht. Da der Nachweis deterministischer Nichtlinearitäten über den …
Persistent link: https://www.econbiz.de/10014608718
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Asset price and wealth dynamics with heterogeneous expectations : a deterministic nonlinear structural model approach
Florian Heitger - 2010
Based on a classical financial market model different model variants known from the literature are discussed and analyzed, each focussing on modeling financial markets as a nonlinear dynamic system by introducing the formation of (heterogeneous) beliefs about future asset prices into the model...
Persistent link: https://www.econbiz.de/10009428980
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The dynamics of real exchange rates: A reconsideration
Heinen, Florian; Kaufmann, Hendrik; Sibbertsen, Philipp - 2011
While it is widely agreed that Purchasing Power Parity (PPP) holds as a long-run concept the specific dynamic driving the process is largely build upon a priori economic belief rather than a thorough statistical modeling procedure. The two prevailing time series models, i.e. the exponential...
Persistent link: https://www.econbiz.de/10010289015