The search for deterministic chaos in economic and financial time series has attracted much interest over the past …

chaos and the fractal geometry, we analyze the possibilities of application of these valuable tools to the different areas … areas: the existence of chaos in time series, and the eventual chaotic behaviour in the Capital Markets during the recent …

The attractor in usual box-counting methods is partitioned with a fixed grid. We describe an algorithm whose boxes can … move into the phase space and adapt to the geometry of the attractor. Lyapunov exponents and the singularity spectrum from …

The search for deterministic chaos in economic and financial time series has attracted much interest over the past …

Chaos theory offers to time series analysis new perspectives as well as concepts and ideas that have a through … interval to the estimates of the MLCE. It is shown that in addition to answering the question of the presence of chaos, these …

and forecast. In this paper, a series of tests for nonlinearity and chaos in exchange rates is conducted using the daily … for chaos are autocorrelation and Lyapunov exponents. The tests results suggest that the exchange rates and their rates of …

The search for deterministic chaos in economic and financial time series has attracted much interest over the past …