Using the Correlation Dimension to Detect non-linear dynamics
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References listed on IDEAS
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More about this item
KeywordsNon-linear Dynamics; Stock Indices; Chaos; Correlation Dimension.;
- C22 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion Processes
- C53 - Mathematical and Quantitative Methods - - Econometric Modeling - - - Forecasting and Prediction Models; Simulation Methods
- G10 - Financial Economics - - General Financial Markets - - - General (includes Measurement and Data)
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ALL-2005-07-25 (All new papers)
- NEP-ETS-2005-07-25 (Econometric Time Series)
- NEP-FIN-2005-07-25 (Finance)
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