Chaos Tests For Time Series
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References listed on IDEAS
- Ashkenazy, Y., 1999. "The use of generalized information dimension in measuring fractal dimension of time series," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 271(3), pages 427-447.
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Keywords
Chaos tests; time series; Lyapunov Exponent; exchange rate;All these keywords.
JEL classification:
- C02 - Mathematical and Quantitative Methods - - General - - - Mathematical Economics
- C63 - Mathematical and Quantitative Methods - - Mathematical Methods; Programming Models; Mathematical and Simulation Modeling - - - Computational Techniques
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