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High level chaos in the exchange and index markets

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References

1996A test for independence based on the correlation dimension3,573 cited
1991Chaos and Nonlinear Dynamics: Application to Financial Markets1,046 cited
1999The behaviour of some UK equity indices: An application of Hurst and BDS tests148 cited
2006Chaotic analysis of the foreign exchange rates76 cited
2001Chaotic behavior in national stock market indices61 cited
2011A search for long‐range dependence and chaotic structure in Indian stock market54 cited
2002Stochastic chaos or ARCH effects in stock series?53 cited

Cited by

2013Noisy chaos in intraday financial data: Evidence from the American index53 cited
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
2015US Inflation Dynamics on Long Range Data8 cited

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