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Noisy chaos in intraday financial data: Evidence from the American index

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References

1991Heteroskedasticity and Autocorrelation Consistent Covariance Matrix Estimation4,039 cited
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1991Chaos and Nonlinear Dynamics: Application to Financial Markets1,046 cited
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2006Chaotic analysis of the foreign exchange rates76 cited
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2011A search for long‐range dependence and chaotic structure in Indian stock market54 cited
2002Stochastic chaos or ARCH effects in stock series?53 cited
2013High level chaos in the exchange and index markets53 cited

Cited by

2017Nonlinear dynamics of equity, currency and commodity markets in the aftermath of the global financial crisis52 cited
2016A study on chaos in crude oil markets before and after 2008 international financial crisis51 cited

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