Chaos and nonlinear dynamics in financial and nonfinancial time series: Evidence from Finland
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Bibliographic InfoArticle provided by Elsevier in its journal European Journal of Operational Research.
Volume (Year): 93 (1996)
Issue (Month): 1 (August)
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Web page: http://www.elsevier.com/locate/eor
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- Ding, Zhuanxin & Granger, Clive W. J. & Engle, Robert F., 1993. "A long memory property of stock market returns and a new model," Journal of Empirical Finance, Elsevier, vol. 1(1), pages 83-106, June.
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- Mullineux, Andy & Peng, WenSheng, 1993. " Nonlinear Business Cycle Modelling," Journal of Economic Surveys, Wiley Blackwell, vol. 7(1), pages 41-83.
- Hsieh, David A, 1991. " Chaos and Nonlinear Dynamics: Application to Financial Markets," Journal of Finance, American Finance Association, vol. 46(5), pages 1839-77, December.
- Matti Vir, 2000. "Analysing long memory and asymmetries," The European Journal of Finance, Taylor & Francis Journals, vol. 6(2), pages 240-258.
- Bonache, Adrien & Moris, Karen, 2009. "Nonlinear and chaotic patterns in Japanese video game console sales and consequences for management control," MPRA Paper 18196, University Library of Munich, Germany.
- Caraiani, Petre, 2012. "Is the Romanian Business Cycle Characterized by Chaos?," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 0(3), pages 142-151, September.
- Caraiani, Petre, 2012. "Nonlinear dynamics in CEE stock markets indices," Economics Letters, Elsevier, vol. 114(3), pages 329-331.
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