All Rights Reserved
AccessEcon LLC 2006, 2008.
Powered by MinhViet JSC
ralph lauren polo

Nicolas Wesner
''Searching for chaos on low frequency''
( 2004, Vol. 3 No.1 )
A new method for detecting low dimensional chaos in small sample sets is presented. The method is applied to financial data on low frequency (annual and monthly) for which few observations are available.
Keywords: low dimensional chaos
JEL: C1 - Econometric and Statistical Methods: General
Manuscript Received : Jan 27 2004 Manuscript Accepted : Jan 27 2004

  This abstract has been downloaded 1729 times                The Full PDF of this paper has been downloaded 141792 times