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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/10000917742
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Nearest neighbor forecasts of precious metal rates of return
Frank, Murray Z. - In: Nonlinear dynamics in economics and social sciences : …, (pp. 238-251). 1993
Persistent link: https://www.econbiz.de/10001313784
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A proposed methodology for approaching chaotic attractors in economic time-series
Payne, Kevin J. - In: The journal of economics 20 (1994) 1, pp. 109-116
Persistent link: https://www.econbiz.de/10001229995
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Out-of-sample forecast performance as a test for nonlinearity in time series
Jaditz, Theodore Mark - In: Journal of business & economic statistics : JBES ; a … 16 (1998) 1, pp. 110-117
Persistent link: https://www.econbiz.de/10001231017
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Chaos: significance, mechanism, and economic applications
Baumol, William J. - In: The journal of economic perspectives : EP ; a journal … 3 (1989) 1, pp. 77-105
Persistent link: https://www.econbiz.de/10001065146
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Die Bedeutung der Chaostheorie für die empirische Kapitalmarktforschung
Dockner, Engelbert J. - In: Bank-Archiv : Zeitschrift für das gesamte Bank- und … 43 (1995) 6, pp. 427-439
Persistent link: https://www.econbiz.de/10001185443
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Previsione a breve termine della durata di produzione assicurata mediante un algoritmo basato sulla teoria delle dinamiche caotiche
Bellacicco, Antonio - In: Rassegna di lavori dell'ISCO 12 (1995) 2, pp. 5-74
Persistent link: https://www.econbiz.de/10001185732
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Nonlinear dynamics of daily futures prices : conditional heteroskedasticity or chaos?
Yang, Seung-ryong - In: The journal of futures markets 13 (1993) 2, pp. 175-191
Persistent link: https://www.econbiz.de/10001141886
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Will chaos kill the auctioneer?
Carrier, David J. - In: Review of political economy 5 (1993) 3, pp. 299-320
Persistent link: https://www.econbiz.de/10001143595
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Econométria no lineal del caos : resultados empíricos
LeBaron, Blake Dean - In: Información comercial española / Cuadernos económicos (1991), pp. 37-62
Persistent link: https://www.econbiz.de/10001119226