Determinism in Financial Time Series
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DOI: 10.2202/1558-3708.1134
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- Alexandros M. Goulielmos, 2015. "The Multi-faceted Character of Risk in Maritime Freight Markets (Panamax) 1996-2012," SPOUDAI Journal of Economics and Business, SPOUDAI Journal of Economics and Business, University of Piraeus, vol. 65(1-2), pages 67-86, January-M.
- Leontitsis, Alexandros & Vorlow, Constantinos E., 2006. "Accounting for outliers and calendar effects in surrogate simulations of stock return sequences," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 368(2), pages 522-530.
- Chian, Abraham C.-L. & Rempel, Erico L. & Rogers, Colin, 2006. "Complex economic dynamics: Chaotic saddle, crisis and intermittency," Chaos, Solitons & Fractals, Elsevier, vol. 29(5), pages 1194-1218.
- Jos'e Pedro Gaiv~ao & Benito Pires, 2022. "Chaotic time series in financial processes consisting of savings with piecewise constant monthly contributions," Papers 2206.11933, arXiv.org, revised Feb 2023.
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