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Chaos and the compass rose

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Author Info
Kramer, Walter
Runde, Ralf

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File URL: http://www.sciencedirect.com/science/article/B6V84-3SWYC7J-4/2/59fbccd5f58aeac4e022c7eeb0e1d474
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Article provided by Elsevier in its journal Economics Letters.

Volume (Year): 54 (1997)
Issue (Month): 2 (February)
Pages: 113-118
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Handle: RePEc:eee:ecolet:v:54:y:1997:i:2:p:113-118

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  1. Katarzyna Bien & Ingmar Nolte & Winfried Pohlmeier, 2007. "An Inflated Multivariate Integer Count Hurdle Model: An Application to Bid and Ask Quote Dynamics," CoFE Discussion Paper 07-04, Center of Finance and Econometrics, University of Konstanz. [Downloadable!]
  2. Chun Lee & Ike Mathur & Kimberly Gleason, 2005. "The tick/volatility ratio as a determinant of the compass rose pattern," European Journal of Finance, Taylor and Francis Journals, vol. 11(2), pages 93-109, April. [Downloadable!] (restricted)
  3. Katarzyna Bien & Ingmar Nolte & Winfried Pohlmeier, 2006. "A Multivariate Integer Count Hurdle Model: Theory and Application to Exchange Rate Dynamics," CoFE Discussion Paper 06-06, Center of Finance and Econometrics, University of Konstanz. [Downloadable!]
  4. Jorge Belaire-Franch & Dulce Contreras, 2002. "How to compute the BDS test: a software comparison," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 17(6), pages 691-699. [Downloadable!]
  5. Wing Lon Ng, 2006. "Overreaction and Multiple Tail Dependence at the High-frequency Level — The Copula Rose," SFB 649 Discussion Papers SFB649DP2006-086, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany. [Downloadable!]
  6. Antonios Antoniou & Constantinos E. Vorlow, 2004. "Price Clustering and Discreteness: Is there Chaos behind the Noise?," Quantitative Finance Papers cond-mat/0407471, arXiv.org. [Downloadable!]
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