A new test for chaos
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- Marisa Faggini & Anna Parziale, 2016. "More than 20 years of chaos in economics," Mind & Society: Cognitive Studies in Economics and Social Sciences, Springer;Fondazione Rosselli, vol. 15(1), pages 53-69, June.
- Belaire-Franch, Jorge, 2004. "Testing for non-linearity in an artificial financial market: a recurrence quantification approach," Journal of Economic Behavior & Organization, Elsevier, vol. 54(4), pages 483-494, August.
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"A new test for chaos and determinism based on symbolic dynamics,"
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Elsevier, vol. 76(3), pages 600-614, December.
- Mariano Matilla-García & Manuel Ruiz Marín, 2010. "A New Test for Chaos and Determinism based on Symbolic Dynamics," Post-Print hal-00911819, HAL.
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- Chen, Shu-Heng & Lux, Thomas & Marchesi, Michele, 2001. "Testing for non-linear structure in an artificial financial market," Journal of Economic Behavior & Organization, Elsevier, vol. 46(3), pages 327-342, November.
- Espinosa Méndez, Christian, 2005.
"Evidencia De Comportamiento Caótico En Indices Bursátiles Americanos
[Evidence Of Chaotic Behavior In American Stock Markets]," MPRA Paper 2794, University Library of Munich, Germany, revised 30 Jun 2006.
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- Gilmore, Claire G., 2001. "An examination of nonlinear dependence in exchange rates, using recent methods from chaos theory," Global Finance Journal, Elsevier, vol. 12(1), pages 139-151.
- Marisa Faggini, 2011. "Chaotic Time Series Analysis in Economics: Balance and Perspectives," Working papers 25, Former Department of Economics and Public Finance "G. Prato", University of Torino.
- Madhavan, Vinodh, 2013. "Nonlinearity in investment grade Credit Default Swap (CDS) Indices of US and Europe: Evidence from BDS and close-returns tests," Global Finance Journal, Elsevier, vol. 24(3), pages 266-279.
- Sungwon Kim & Vijay Singh & Youngmin Seo & Hung Kim, 2014. "Modeling Nonlinear Monthly Evapotranspiration Using Soft Computing and Data Reconstruction Techniques," Water Resources Management: An International Journal, Published for the European Water Resources Association (EWRA), Springer;European Water Resources Association (EWRA), vol. 28(1), pages 185-206, January.
- Vinodh Madhavan, 2014. "Investigating the nature of nonlinearity in Indian Exchange Traded Funds (ETFs)," Managerial Finance, Emerald Group Publishing, vol. 40(4), pages 395-415, March.
- Faggini, Marisa, 2010. "Chaos detection in economics. Metric versus topological tools," MPRA Paper 30928, University Library of Munich, Germany.
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