On testing for nonlinear dependence and chaos in financial time series data

Conference Proceedings - IEEE International Conference on Systems, Man and Cybernetics

Volumn 1, Issue , 2005, Pages 203-208

  Cecen, Aydin ^a   Ugur, Ahmet ^a  

^a CENTRAL MICHIGAN UNIVERSITY   (United States)

Author keywords

BDSL test; Chaos; Correlation dimension; Lyapunov exponents; Self similarity

Indexed keywords

CHAOS THEORY; COMPUTATIONAL COMPLEXITY; DATA REDUCTION; NUMERICAL ANALYSIS; TIME SERIES ANALYSIS;

BDSL TEST; CORRELATION DIMENSION; LYAPUNOV EXPONENTS; SELF SIMILARITY;

NONLINEAR SYSTEMS;

EID: 27944434181     PISSN: 1062922X     EISSN: None     Source Type: Conference Proceeding    
DOI: None     Document Type: Conference Paper

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