References

‘Chaos’ in futures markets? A non-linear dynamical analysis

10.1002/fut.3990110606 · 1991 · External reference

Quasi-maximum likelihood estimation of dynamic models with time varying covariances

10.1080/07474939208800229 · 1992 · External reference

Distinguishing random and deterministic systems: abridged version

10.1016/0022-0531(86)90014-1 · 1986 · External reference

Unresolved reference

External reference

Unresolved reference

1991 · External reference

Searching for Economic chaos: a challenge to econometric practice and nonlinear tests

1993 · External reference

Evidence of chaos in commodity futures prices

10.1002/fut.3990120305 · 1992 · External reference

Fundamental limitations for estimating dimensions and Lyapunov exponents in dynamical systems

10.1016/0167-2789(92)90023-g · 1992 · External reference

Fractal structure in currency futures price dynamics

10.1002/fut.3990140205 · 1994 · External reference

Measuring the strangeness of gold and silver rates of return

10.2307/2297500 · 1989 · External reference

Do climatic attractors exists?

10.1038/323609a0 · 1986 · External reference

Measuring the strangeness of strange attractors

1983 · External reference

Chaos and nonlinear dynamics: application to financial markets

10.2307/2328575 · 1991 · External reference

Testing for chaos and nonlinear dynamics in cattle prices

10.1111/j.1744-7976.1995.tb00136.x · 1995 · External reference

Correlation dimension and systematic geometric effects

10.1103/physreva.42.7065 · 1990 · External reference

Finite correlation dimension for stochastic systems with power-law spectra

10.1016/0167-2789(89)90075-4 · 1989 · External reference

Geometry from a time series

10.1103/physrevlett.45.712 · 1980 · External reference

Convergence of the K2 entropy for random noises with power-law spectra

10.1016/0167-2789(91)90036-9 · 1991 · External reference

Unresolved reference

External reference

Nonlinearity and chaotic effects in options prices

10.1002/fut.3990090604 · 1989 · External reference

Embedology

10.1007/bf01053745 · 1991 · External reference

Nonlinear dynamics and stock returns

10.1086/296465 · 1989 · External reference

Nonlinear dynamics and GNP data

1989 · External reference

Intrinsic limits on dimension calculations

10.1016/0375-9601(88)90445-8 · 1988 · External reference

Unresolved reference

1981 · External reference

The weather attractor over very short timescales

10.1038/333545a0 · 1988 · External reference

Estimating the dimension of weather and climate attractors: important issues about the procedure and interpretation

10.1175/1520-0469(1993)050<2549:etdowa>2.0.co;2 · 1993 · External reference

Unresolved reference

1985 · External reference

Nonlinear dynamics of daily futures prices: conditional heteroskedasticity or chaos?

10.1002/fut.3990130205 · 1993 · External reference

Estimating the fractal dimension and the predictability of the atmosphere

10.1175/1520-0469(1992)049<0649:etfdat>2.0.co;2 · 1992 · External reference