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Volumn 17, Issue 5, 1997, Pages 489-514

Charting: Chaos theory in disguise?

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EID: 8744233095     PISSN: 02707314     EISSN: None     Source Type: Journal    
DOI: 10.1002/(sici)1096-9934(199708)17:5<489::aid-fut1>3.0.co;2-b     Document Type: Article
Times cited : (43)

References (14)
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    • Chaos' in Futures Markets? A Nonlinear Dynamical Analysis
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  • 5
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    • Market Statistics and Technical Analysis: The Role of Volume
    • Blume, L., Easley, D., and O'Hara, M. (1994): "Market Statistics and Technical Analysis: The Role of Volume," Journal of Finance, 49:153-181.
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  • 6
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    • Relative Strength: Further Positive Evidence
    • Fall
    • Bohan, J. (1981): "Relative Strength: Further Positive Evidence," Journal of Portfolio Management, Fall: 36-39.
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    • The Traders' Guide to Technical Indicators
    • August
    • Stein, J. (1990): "The Traders' Guide to Technical Indicators," Futures, August, 26-30.
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  • 9
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    • Detecting Strange Attractors in Turbulence
    • Rand, D. A. and Young, L. S. (eds.). Berlin: Springer
    • Takens, F. (1981): "Detecting Strange Attractors in Turbulence," in Dynamical Systems and Turbulence, Rand, D. A. and Young, L. S. (eds.). Berlin: Springer.
    • (1981) Dynamical Systems and Turbulence
    • Takens, F.1
  • 10
    • 0000659363 scopus 로고
    • The Use of Technical Analysis in the Foreign Exchange Market
    • Taylor, M. P., and Allen, H. (1992): "The Use of Technical Analysis in the Foreign Exchange Market," Journal of International Money and Finance, 11:304-314.
    • (1992) Journal of International Money and Finance , vol.11 , pp. 304-314
    • Taylor, M.P.1    Allen, H.2
  • 11
    • 84978599450 scopus 로고
    • Trading Futures Using a Channel Rule: A Study of the Predictive Power of Technical Analysis with Currency Examples
    • Taylor, S. J. (1994): "Trading Futures Using a Channel Rule: A Study of the Predictive Power of Technical Analysis with Currency Examples, "Journal of Futures Markets, 14:215-235.
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    • Taylor, S.J.1
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    • Does the S&P 500 Futures Mispricing Series Exhibit Nonlinear Dependence across Time?
    • Vaidyanathan, R., and Krehbiel, T. (1992): "Does the S&P 500 Futures Mispricing Series Exhibit Nonlinear Dependence across Time?," Journal of Futures Markets, 12:659-677.
    • (1992) Journal of Futures Markets , vol.12 , pp. 659-677
    • Vaidyanathan, R.1    Krehbiel, T.2
  • 13
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    • Testing for Nonlinear Dependence in Daily Stock Indices
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  • 14
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    • Nonlinear Dynamics of Daily Futures Prices: Conditional Heteroskedasticity of Chaos?
    • Yang, S.-R., and Brorsen, B. W. (1993): "Nonlinear Dynamics of Daily Futures Prices: Conditional Heteroskedasticity of Chaos?" Journal of Futures Markets, 13:175-191.
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* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.