Vogl, Markus; Roetzel, Peter Gordon - 2021
In this study, we present a combinatory chaos analysis of daily wavelet-filtered (denoised) S&P 500 returns (2000 … of the S&P 500 return series consist of an almost equally divided combination of stochastic and deterministic chaos. The … combination with Laplacian Eigenmaps. For the field of nonlinear and financial chaos research, we present a bibliometric analysis …