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  • Search: subject:"correlation dimension"
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Year of publication
Subject
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Correlation dimension 13 correlation dimension 13 Chaos 10 Lyapunov exponents 7 Correlation 6 Correlation Dimension 6 Korrelation 6 Time series analysis 6 Zeitreihenanalyse 5 chaos 5 Chaos theory 4 Chaostheorie 4 BDS test 3 Börsenkurs 3 Lyapunov exponent 3 Nonlinear dynamics 3 Share price 3 Time series 3 Approximate entropy 2 BDS Test 2 Complexity 2 Deterministic chaos 2 Entropy 2 Forecasting model 2 Fractal dimension 2 Nichtlineare Regression 2 Noisy chaos 2 Non-linear Dynamics 2 Nonlinear regression 2 Phase space reconstruction 2 Prognoseverfahren 2 Recurrence plots 2 Stock Indices 2 Theorie 2 correlation integral 2 discovery fund 2 forecasting 2 lyapunov exponent 2 nonlinear dynamics 2 surrogate data 2
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Online availability
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Undetermined 16 Free 13 CC license 1
Type of publication
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Article 23 Book / Working Paper 11
Type of publication (narrower categories)
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Article in journal 6 Aufsatz in Zeitschrift 6 Article 1 Aufsatz im Buch 1 Book section 1 Working Paper 1
Language
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Undetermined 25 English 9
Author
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Kyrtsou, Catherine 4 Terraza, Michel 4 Barkoulas, John T. 2 Chakraborty, Atreya 2 Chappell, David 2 Fuwape, Ibiyinka A. 2 Ogunjo, Samuel T. 2 Ouandlous, Arav 2 Panagiotidis, Theodore 2 Small, Michael 2 Tse, Chi 2 Ahrari, Mehdi 1 Ashkenazy, Y. 1 Baillie, Richard T. 1 Bask, Mikael 1 Brossat, Xavier 1 Cecen, Aydin A. 1 Cho, Haeran 1 Crespo Cuaresma, Jesus 1 Crespo Cuaresma, Jesús 1 Dhifaoui, Zouhaier 1 Dominique, Charlemagne René 1 Díaz, Andrés Fernández 1 Espinosa Méndez, Christian 1 Espinosa, Christian 1 Galka, Andreas 1 Goude, Yannig 1 Guzik, Przemyslaw 1 HORWATH, WILLIAM R. 1 Halkos, George 1 Han, Young-Wook 1 Hui, Xiaofeng 1 Hung, Shih-Chang 1 Joshi, Mallickarjun 1 Kantz, Holger 1 Kosmider, Marcin 1 Labys, Walter C. 1 Lahmiri, Salim 1 Lai, Jiun-Yan 1 Li, Zhe 1
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Institution
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Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München 3 Department of Economics and Finance Research and Teaching, Institut für Höhere Studien (IHS) 1 EconWPA 1 Facultad de Ciencias Económicas y Empresariales, Universidad Complutense de Madrid 1 Institutionen för Nationalekonomi, Umeå Universitet 1 London School of Economics (LSE) 1 School of Business and Economics, Loughborough University 1
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Published in...
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Physica A: Statistical Mechanics and its Applications 4 MPRA Paper 3 Empirical Economics 2 Studies in Nonlinear Dynamics & Econometrics 2 Advances in Complex Systems (ACS) 1 CBN Journal of Applied Statistics 1 CBN journal of applied statistics 1 Complexity in economics : cutting edge research 1 Computational Economics 1 Discussion Paper Series 1 Discussion Paper Series / School of Business and Economics, Loughborough University 1 Documentos de trabajo de la Facultad de Ciencias Económicas y Empresariales 1 Econometrics 1 Economics Series / Department of Economics and Finance Research and Teaching, Institut für Höhere Studien (IHS) 1 El Trimestre Económico 1 Energy Economics 1 Energy economics 1 Financial innovation : FIN 1 IEEE transactions on engineering management : EM ; a publication of the IEEE Engineering Management Society 1 Iranian Economic Review 1 LSE Research Online Documents on Economics 1 Modern economy 1 Multinational Finance Journal 1 Natural Hazards 1 Reihe Ökonomie / Economics Series 1 South Asian journal of macroeconomics and public finance 1 Umeå Economic Studies 1
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Source
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RePEc 25 ECONIS (ZBW) 7 EconStor 2
Showing 1 - 10 of 34
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Assessing efficiency in prices and trading volumes of cryptocurrencies before and during the COVID‑19 pandemic with fractal, chaos, and randomness : evidence from a large dataset
Lahmiri, Salim - In: Financial innovation : FIN 10 (2024), pp. 1-12
, the correlation dimension (CD), Lyapunov Exponent (LE), and approximate entropy (AE) were estimated before and during the …
Persistent link: https://www.econbiz.de/10014541840
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Measuring the unpredictability of disruptive change : the comparison of the inkjet printer and digital photography
Hung, Shih-Chang; Lai, Jiun-Yan - In: IEEE transactions on engineering management : EM ; a … 71 (2024), pp. 771-784
Persistent link: https://www.econbiz.de/10015405024
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Determinism and non-linear behaviour of log-return and conditional volatility : empirical analysis for 26 stock markets
Dhifaoui, Zouhaier - In: South Asian journal of macroeconomics and public finance 11 (2022) 1, pp. 69-94
Persistent link: https://www.econbiz.de/10013256597
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Chaos and Fractal Impact on Economics
Díaz, Andrés Fernández - Facultad de Ciencias Económicas y Empresariales, … - 2015
Complexity is one of the most important characteristic properties of the economic behaviour. The new field of knowledge called Chaotic Dynamic Economics born precisely with the objective of understanding, structuring and explaining in an endogenous way such complexity. In this paper, and after...
Persistent link: https://www.econbiz.de/10011273021
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Etude de la dynamique non-linéaire des rentabilités de la bourse de Casablanca
RIANE, Nizare - Volkswirtschaftliche Fakultät, … - 2014
uses the concepts of Lyapunov exponents, correlation dimension and other tools to determine the nature of the underlying …
Persistent link: https://www.econbiz.de/10011156979
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Nonlinear time series analysis of annual temperatures concerning the global Earth climate
Halkos, George; Tsilika, Kyriaki - Volkswirtschaftliche Fakultät, … - 2014
This paper presents results concerning the nonlinear analysis of the mean annual value temperature time series corresponding to the Earth’s global climate for the time period of 713 – 2004. The nonlinear analysis consists of the application of several filtering methods, the estimation of...
Persistent link: https://www.econbiz.de/10011114282
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Investigating chaos in the Nigerian Asset and Resource Management (ARM) discovery fund
Fuwape, Ibiyinka A.; Ogunjo, Samuel T. - In: CBN Journal of Applied Statistics 04 (2013) 2, pp. 129-140
of chaotic signals in the ARM data was further confirmed by the correlation dimension method which yielded a dimension of …
Persistent link: https://www.econbiz.de/10011482594
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Modeling and forecasting daily electricity load curves: a hybrid approach
Cho, Haeran; Goude, Yannig; Brossat, Xavier; Yao, Qiwei - London School of Economics (LSE) - 2013
We propose a hybrid approach for the modeling and the short-term forecasting of electricity loads. Two building blocks of our approach are (1) modeling the overall trend and seasonality by fitting a generalized additive model to the weekly averages of the load and (2) modeling the dependence...
Persistent link: https://www.econbiz.de/10011071075
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Cover Image
Investigating chaos in the Nigerian Asset and Resource Management (ARM) discovery fund
Fuwape, Ibiyinka A.; Ogunjo, Samuel T. - In: CBN journal of applied statistics 4 (2013) 2, pp. 129-140
of chaotic signals in the ARM data was further confirmed by the correlation dimension method which yielded a dimension of …
Persistent link: https://www.econbiz.de/10011474696
Saved in:
Cover Image
Could noise spectra of strange attractors better explain wealth and income inequalities? : evidence from the S&P-500 index
Dominique, Charlemagne René - In: Modern economy 9 (2018) 3, pp. 449-462
Persistent link: https://www.econbiz.de/10011870447
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