IS CHAOS GENERIC IN ECONOMIC DATA?

DOI10.1142/S0218127493000659zbMath0873.90020OpenAlexW2039361449MaRDI QIDQ4342251

Chera L. Sayers, Ted Jaditz

Publication date: 30 October 1997

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

Full work available at URL: https://doi.org/10.1142/s0218127493000659

zbMATH Keywords

financial datachaos in economic dataill conditioned data

Mathematics Subject Classification ID

Economic time series analysis (91B84)

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Indications of nonlinearity, intraindividual specificity and stability of human EEG: The unfolding dimension ⋮ Chaotic time series analysis in economics: Balance and perspectives ⋮ A positive Lyapunov exponent in Swedish exchange rates? ⋮ If Nonlinear Models Cannot Forecast, What Use Are They?

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