A NEW APPROACH TO TESTING FOR CHAOS, WITH APPLICATIONS IN FINANCE AND ECONOMICS

DOI10.1142/S0218127493000477zbMath0870.58056OpenAlexW2094067763MaRDI QIDQ4342229

Claire G. Gilmore

Publication date: 3 July 1997

Published in: International Journal of Bifurcation and Chaos (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1142/s0218127493000477

zbMATH Keywords

chaotic behaviorfinanceeconomic series

Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05) Strange attractors, chaotic dynamics of systems with hyperbolic behavior (37D45)

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