Chaos and nonlinear dynamics in financial and nonfinancial time series: Evidence from Finland

DOI10.1016/0377-2217(95)00150-6zbMath0912.90066OpenAlexW2085351783MaRDI QIDQ1268210

Kari Takala, Matti Virén

Publication date: 18 October 1998

Published in: European Journal of Operational Research (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0377-2217(95)00150-6

zbMATH Keywords

chaos theoryeconomic time seriestests for nonlinearities

Mathematics Subject Classification ID

Economic time series analysis (91B84)

Related Items (1)

High level chaos in the exchange and index markets

Cites Work

• Testing for neglected nonlinearity in time series models. A comparison of neural network methods and alternative tests
• Distinguishing random and deterministic systems: Abridged version
• Ergodic theory of chaos and strange attractors
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