On Non-linear, Stochastic Dynamics in Economic and Nancial Time Series on Non-linear, Stochastic Dynamics in Economic and Nancial Time Series

Abstract

Papers published in this report series are preliminary versions of journal articles and not for quotations. Abstract The search for deterministic chaos in economic and nancial time series has attracted much interest over the past decade. However, clear evidence of chaotic structures is usually prevented by large random components in the time series. In the… (More)

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