Searching for chaos on low frequency

Article OPEN
Nicolas Wesner;
(2004)
  • Journal: Economics Bulletin,volume 3,issue 1,pages1-8
  • Subject: low dimensional chaos
    • jel: jel:G1 | jel:C1

A new method for detecting low dimensional chaos in small sample sets is presented. The method is applied to financial data on low frequency (annual and monthly) for which few observations are available.
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