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The author makes a deep revision of the main implications of Nonlinearity, Complexity and Chaos Theory in the analysis …
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to capturing all of the nonlinearity in Indian ETFs; and third, to test for chaos in Indian ETFs. Design … employed to test for chaos in Indian ETFs. Findings -Test outcomes pertaining to a battery of nonlinearity tests indicate … captured by appropriate GARCH models. Finally, chaos was found to be absent in any of the ETFs considered for this study …
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This paper is aimed at testing for nonlinearity and chaos in Investment Grade CDS indices of US and Europe. For this …
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chaos for the returns series. Further tests show that the source of nonlinearity is rather different. Hence, the …
Persistent link: https://www.econbiz.de/10010866953
we provide a review of the literature with respect to fluctuations in real systems and chaos. In doing so, we contrast … distinguishing between stochastic and deterministic behavior. Moreover, we look at the issue of where and when the ideas of chaos …
Persistent link: https://www.econbiz.de/10005125638
we provide a review of the literature with respect to fluctuations in real systems and chaos. In doing so, we contrast … distinguishing between stochastic and deterministic behavior. Moreover, we look at the issue of where and when the ideas of chaos …
Persistent link: https://www.econbiz.de/10005106588