Prediction in chaotic time series : methods and comparisons with an application to financial intra-day data
Year of publication: |
2005
|
---|---|
Authors: | Guégan, Dominique ; Mercier, Léon É. |
Published in: |
The European journal of finance. - Abingdon, Oxon : Routledge, Taylor & Francis Group, ISSN 1351-847X, ZDB-ID 1282412-4. - Vol. 11.2005, 2, p. 137-150
|
Subject: | Zeitreihenanalyse | Time series analysis | Chaostheorie | Chaos theory | Prognoseverfahren | Forecasting model | Wechselkurs | Exchange rate |
-
Modelling chaotic processes with special reference to Australian monetary aggregates
Elms, David, (1990)
-
Anwendungsmöglichkeiten chaostheoretischer Verfahren bei der Analyse ökonomischer Prozesse
Müller, Hansjörg, (1996)
-
Financial markets and the theory of chaos
Gilmore, Claire Gilbert, (1992)
- More ...
-
An econometric specification of monetary policy dark art
Ielpo, Florian, (2006)
-
Further evidence on the impact of economic news on interest rates
Ielpo, Florian, (2006)
-
Detection of the industrial business cycle using SETAR models
Ferrara, Laurent, (2005)
- More ...