Chaos Theory And Its Application
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Bibliographic InfoPaper provided by Penn Economics Department in its series Penn CARESS Working Papers with number 6a7863cdd8e575c9e635b060c0f0b784.
Date of creation: Feb 2002
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This paper has been announced in the following NEP Reports:
- NEP-ALL-2003-03-10 (All new papers)
- NEP-CMP-2003-03-10 (Computational Economics)
- NEP-FIN-2003-03-10 (Finance)
- NEP-HPE-2003-03-10 (History & Philosophy of Economics)
- NEP-MAC-2003-03-10 (Macroeconomics)
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2168, National Bureau of Economic Research, Inc.
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- Bajo-Rubio, Oscar & Fernandez-Rodriguez, Fernando & Sosvilla-Rivero, Simon, 1992. "Chaotic behaviour in exchange-rate series : First results for the Peseta--U.S. dollar case," Economics Letters, Elsevier, vol. 39(2), pages 207-211, June.
- Dechert, W D & Gencay, R, 1992. "Lyapunov Exponents as a Nonparametric Diagnostic for Stability Analysis," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 7(S), pages S41-60, Suppl. De.
- Conrad, Jennifer & Kaul, Gautam, 1988. "Time-Variation in Expected Returns," The Journal of Business, University of Chicago Press, vol. 61(4), pages 409-25, October.
- Panas, Epaminondas & Ninni, Vassilia, 2000. "Are oil markets chaotic? A non-linear dynamic analysis," Energy Economics, Elsevier, vol. 22(5), pages 549-568, October.
- Frank, Murray & Stengos, Thanasis, 1988. "The stability of Canadian macroeconomic data as measured by the largest Lyapunov exponent," Economics Letters, Elsevier, vol. 27(1), pages 11-14.
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