Aparicio, Teresa; Pozo, Eduardo F.; Saura, Dulce - In: Journal of Economic Behavior & Organization 65 (2008) 3-4, pp. 768-787
In this paper we use the "Recurrence Quantification Analysis" proposed by Zbilut and Webber [Zbilut, J.P., Webber Jr., C.L., 1992. Embeddings and delays as derived from quantification of recurrence plots. Physics Letters A 171, 199-203] to develop three test procedures that allow us to detect...