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Chaotic behavior in national stock market indices
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Chaotic behavior in national stock market indices (2001)Chaotic behavior in national stock market…A Test for Independence Based on the Correlation Dimension (2001)A Test for Independence Based…Nonlinearities and Nonstationarities in Stock Returns (1998)Nonlinearities and Nonstation…Chaos in an emerging capital market? The case of the Athens Stock Exchange (1998)Chaos in an emerging capital …Uncovering Nonlinear Structure In Real-Time Stock-Market Indexes: The S&P 500, the DAX, the Nikkei 225, and the FTSE-100 (1997)Uncovering Nonlinear Structur…A test for independence based on the correlation dimension (1996)A test for independence based…Nonlinear Dynamics in Real-Time Equity Market Indices: Evidence from the United Kingdom (1995)Nonlinear Dynamics in Real-Ti…Nonlinear Dynamics, Chaos and Instability Statistical Theory and Economic Evidence. (1993)Nonlinear Dynamics, Chaos and…No Evidence of Chaos But Some Evidence of Multifractals in the Foreign Exchange and the Stock Markets (1993)No Evidence of Chaos But Some…Testing for nonlinear dependence in daily stock indices (1992)Testing for nonlinear depende…On Determining the Dimension of Real-Time Stock-Price Data (1992)On Determining the Dimension …Chaos and Nonlinear Dynamics: Application to Financial Markets (1991)Chaos and Nonlinear Dynamics:…Testing for Nonlinear Dependence in Daily Foreign Exchange Rates (1989)Testing for Nonlinear Depende…Nonlinear Dynamics and Stock Returns (1989)Nonlinear Dynamics and Stock …Is the business cycle characterized by deterministic chaos? (1988)Is the business cycle charact…CHAOTIC DYNAMICS IN ECONOMIC TIME‐SERIES (1988)CHAOTIC DYNAMICS IN ECONOMIC …Distinguishing random and deterministic systems: Abridged version (1986)Distinguishing random and det…Applying the Hybrid Model of EMD, PSR, and ELM to Exchange Rates Forecasting (2015)Applying the Hybrid Model of …Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation (1982)Generalized autoregressive conditional heteroskedasticity (1986)ARCH modeling in finance (1992)Analysis of Financial Time Series (2006)Introductory Econometrics for Finance (2008)EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK* (1970)The equity premium: A puzzle (1985)Bulls, bears and market sheep (1990)Efficient Capital Markets: II (1991)Very Fast and Correctly Sized Estimation of the Bds Statistic (1999)CAST: Using neural networks to improve trading systems based on technical analysis by means of the RSI financial indicator (2011)Networks in financial markets based on the mutual information rate (2014)Time Series Analysis: Forecasting and Control (1977)Time to Build and Aggregate Fluctuations (1982)Scoring the Leading Indicators (1989)Behavioral Rationality and Heterogeneous Expectations in Complex Economic Systems (2013)From Being To Becoming (1980)The Economics of Information and Uncertainty (1982)On Endogenous Competitive Business Cycles (1985)Measuring the Strangeness of Gold and Silver Rates of Return (1989)Testing for non-linearity in daily sterling exchange rates (1996)Resilience: An Evolutionary Approach to Spatial Economic Systems (2002)Asset Prices in an Exchange Economy (1978)Nonparametric exchange rate prediction? (1990)Dynamic Equilibrium and the Real Exchange Rate in a Spatially Separated World (1992)Conditional Heteroskedasticity in Asset Returns: A New Approach (1991)Bayesian Analysis of Stochastic Volatility Models (1994)Parametric and Nonparametric Volatility Measurement (2010)Does realized skewness predict the cross-section of equity returns? (2015)Oil Prices and Equity Returns in the BRIC Countries (2009)A Langevin approach to stock market fluctuations and crashes (1998)Financial markets as nonlinear adaptive evolutionary systems (2001)11 Nonlinear time series, complexity theory, and finance (1996)Linear and Non-linear (Non-)Forecastability of High-frequency Exchange Rates (1997)Are technological innovations and green energy prosperity swiftly reduce environmental deficit in China and United States? Learning from two sides of environmental sustainability (2023)
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References

  • 1996A test for independence based on the correlation dimension3,526 cited
  • 1991Chaos and Nonlinear Dynamics: Application to Financial Markets1,046 cited
  • 1989Nonlinear Dynamics and Stock Returns778 cited
  • 1989Testing for Nonlinear Dependence in Daily Foreign Exchange Rates665 cited
  • 1993Nonlinear Dynamics, Chaos and Instability Statistical Theory and Economic Evidence.487 cited
  • 1988Is the business cycle characterized by deterministic chaos?411 cited
  • 1986Distinguishing random and deterministic systems: Abridged version391 cited
  • 1997Uncovering Nonlinear Structure In Real-Time Stock-Market Indexes: The S&P 500, the DAX, the Nikkei 225, and the FTSE-100187 cited
  • 2001A Test for Independence Based on the Correlation Dimension175 cited
  • 1995Nonlinear Dynamics in Real-Time Equity Market Indices: Evidence from the United Kingdom144 cited
  • 1988CHAOTIC DYNAMICS IN ECONOMIC TIME‐SERIES123 cited
  • 1992On Determining the Dimension of Real-Time Stock-Price Data102 cited
  • 1998Chaos in an emerging capital market? The case of the Athens Stock Exchange92 cited
  • 1992Testing for nonlinear dependence in daily stock indices64 cited
  • 1993No Evidence of Chaos But Some Evidence of Multifractals in the Foreign Exchange and the Stock Markets

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62 cited
  • 1998Nonlinearities and Nonstationarities in Stock Returns55 cited
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    • 2015Applying the Hybrid Model of EMD, PSR, and ELM to Exchange Rates Forecasting28 cited