Small, Michael; Tse, Chi - In: Studies in Nonlinear Dynamics & Econometrics 7 (2007) 3, pp. 1134-1134
The attractive possibility that financial indices may be chaotic has been the subject of much study. In this paper we address two specific questions: "Masked by stochasticity, do financial data exhibit deterministic nonlinearity?", and "If so, so what?". We examine daily returns from three...
