Does Chaos Matter in Financial Time Series Analysis?

<p>The apparent randomness of financial market led some economists to approach chaos theory as a theoretical framework able to explain those fluctuations. This interest is because some nonlinear deterministic systems with few degrees of freedom create signals that mimic stochastic signals from...

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Bibliographic Details
Main Authors: Marisa Faggini, Bruna Bruno, Anna Parziale
Format: Article
Language:English
Published: EconJournals 2019-07-01
Series:International Journal of Economics and Financial Issues
Online Access:https://www.econjournals.com/index.php/ijefi/article/view/8058