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Financial markets and the theory of chaos
Gilmore, Claire Gilbert - 1992
Persistent link: https://www.econbiz.de/10000896128
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Evidence of microstructure variables' nonlinear dynamics from noised high-frequency data
Andreev, Nikolay; Lapshin, Victor - In: Financial econometrics and empirical market microstructure, (pp. 13-23). 2015
Persistent link: https://www.econbiz.de/10011326759
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Is the German stock market chaotic? : Some NEGM- and BDS-test results for the DAX
Moritz, Oliver - 2001
Persistent link: https://www.econbiz.de/10001639806
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Klassifikation und Analyse finanzwirtschaftlicher Zeitreihen mit Hilfe von fraktalen Brownschen Bewegungen
Hafner, Michael - 2005
Persistent link: https://www.econbiz.de/10002553526
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Testing nonlinear dynamics, long memory and chaotic behavior with macroeconomic data
Takala, Kari; Virén, Matti - 1995
Persistent link: https://www.econbiz.de/10000146930
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Testing nonlinear dynamics, long memory and chaotic behaviour with macroeconomic data
Takala, Kari; Virén, Matti E. E. - 1995
Persistent link: https://www.econbiz.de/10000907518
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Chaos and nonlinear dynamics : evidence from Finland
Takala, Kari; Virén, Matti E. E. - 1994
Persistent link: https://www.econbiz.de/10000881471
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Anwendungsmöglichkeiten chaostheoretischer Verfahren bei der Analyse ökonomischer Prozesse
Müller, Hansjörg - 1996
Persistent link: https://www.econbiz.de/10000940791
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Nonlinear time series analysis with applications to foreign exchange rate volatility : with 29 tables
Hafner, Christian M. - 1998
Persistent link: https://www.econbiz.de/10000965598