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

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  • Takala, Kari
  • Viren, Matti
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    File URL: http://www.sciencedirect.com/science/article/B6VCT-3VW8NVK-28/2/7c345f9c7c5b3df0afa830b894a80bfd
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    Bibliographic Info

    Article provided by Elsevier in its journal European Journal of Operational Research.

    Volume (Year): 93 (1996)
    Issue (Month): 1 (August)
    Pages: 155-172

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    Handle: RePEc:eee:ejores:v:93:y:1996:i:1:p:155-172

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    Web page: http://www.elsevier.com/locate/eor

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    References

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    1. Mullineux, Andy & Peng, WenSheng, 1993. " Nonlinear Business Cycle Modelling," Journal of Economic Surveys, Wiley Blackwell, vol. 7(1), pages 41-83.
    2. Lee, Tae-Hwy & White, Halbert & Granger, Clive W. J., 1993. "Testing for neglected nonlinearity in time series models : A comparison of neural network methods and alternative tests," Journal of Econometrics, Elsevier, vol. 56(3), pages 269-290, April.
    3. 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.
    4. Brock, W. A., 1986. "Distinguishing random and deterministic systems: Abridged version," Journal of Economic Theory, Elsevier, vol. 40(1), pages 168-195, October.
    5. Frank, Murray Z & Stengos, Thanasis, 1988. " Chaotic Dynamics in Economic Time-Series," Journal of Economic Surveys, Wiley Blackwell, vol. 2(2), pages 103-33.
    6. 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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    Cited by:
    1. Matti Vir, 2000. "Analysing long memory and asymmetries," The European Journal of Finance, Taylor & Francis Journals, vol. 6(2), pages 240-258.
    2. 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.
    3. 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.
    4. Caraiani, Petre, 2012. "Nonlinear dynamics in CEE stock markets indices," Economics Letters, Elsevier, vol. 114(3), pages 329-331.

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