The author makes a deep revision of the main implications of Nonlinearity, Complexity and Chaos Theory in the analysis …

to capturing all of the nonlinearity in Indian ETFs; and third, to test for chaos in Indian ETFs. Design … employed to test for chaos in Indian ETFs. Findings -Test outcomes pertaining to a battery of nonlinearity tests indicate … captured by appropriate GARCH models. Finally, chaos was found to be absent in any of the ETFs considered for this study …

This paper is aimed at testing for nonlinearity and chaos in Investment Grade CDS indices of US and Europe. For this …

chaos for the returns series. Further tests show that the source of nonlinearity is rather different. Hence, the …

we provide a review of the literature with respect to fluctuations in real systems and chaos. In doing so, we contrast … distinguishing between stochastic and deterministic behavior. Moreover, we look at the issue of where and when the ideas of chaos …

we provide a review of the literature with respect to fluctuations in real systems and chaos. In doing so, we contrast … distinguishing between stochastic and deterministic behavior. Moreover, we look at the issue of where and when the ideas of chaos …

to capturing all of the nonlinearity in Indian ETFs; and third, to test for chaos in Indian ETFs. Design … employed to test for chaos in Indian ETFs. Findings – Test outcomes pertaining to a battery of nonlinearity tests indicate … captured by appropriate GARCH models. Finally, chaos was found to be absent in any of the ETFs considered for this study …

Recently, a new test for nonlinearity and chaos was proposed, the noise titration technique. I discuss in this paper … assessments exist, both simulated and real data. Compared to other tests for nonlinearity and chaos I find that this approach …