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Chaos Theory And Its Application

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  • Haim H. Bau
  • Yochanan Shachmurove

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  • Haim H. Bau & Yochanan Shachmurove, 2002. "Chaos Theory And Its Application," Penn CARESS Working Papers 6a7863cdd8e575c9e635b060c, Penn Economics Department.
  • Handle: RePEc:cla:penntw:6a7863cdd8e575c9e635b060c0f0b784
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    File URL: http://www.econ.upenn.edu/Centers/CARESS/02-02.pdf
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    References listed on IDEAS

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    1. 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.
    2. Andrew W. Lo, A. Craig MacKinlay, 1988. "Stock Market Prices do not Follow Random Walks: Evidence from a Simple Specification Test," Review of Financial Studies, Society for Financial Studies, vol. 1(1), pages 41-66.
    3. Conrad, Jennifer & Kaul, Gautam, 1988. "Time-Variation in Expected Returns," The Journal of Business, University of Chicago Press, vol. 61(4), pages 409-425, October.
    4. 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 41-60, Suppl. De.
    5. Saligari, Grant R. & Snyder, Ralph D., 1997. "Trends, lead times and forecasting," International Journal of Forecasting, Elsevier, vol. 13(4), pages 477-488, December.
    6. 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.
    7. Fama, Eugene F, 1970. "Efficient Capital Markets: A Review of Theory and Empirical Work," Journal of Finance, American Finance Association, vol. 25(2), pages 383-417, May.
    8. Fama, Eugene F & MacBeth, James D, 1973. "Risk, Return, and Equilibrium: Empirical Tests," Journal of Political Economy, University of Chicago Press, vol. 81(3), pages 607-636, May-June.
    9. Panas, Epaminondas & Ninni, Vassilia, 2000. "Are oil markets chaotic? A non-linear dynamic analysis," Energy Economics, Elsevier, vol. 22(5), pages 549-568, October.
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