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...
| Main Authors: | , , |
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| Format: | Article |
| Language: | English |
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EconJournals
2019-07-01
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| Series: | International Journal of Economics and Financial Issues |
| Online Access: | https://www.econjournals.com/index.php/ijefi/article/view/8058 |
| _version_ | 1797913039440183296 |
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| author | Marisa Faggini Bruna Bruno Anna Parziale |
| author_facet | Marisa Faggini Bruna Bruno Anna Parziale |
| author_sort | Marisa Faggini |
| collection | DOAJ |
| description | <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 the point of view of traditional time series analysis but with a deepener analysis performed by adequate tools could be chaotic. The aim of this paper is explorative in its nature, pointing to investigate chaos literature in order to grasp the difficulties typical of these applied researches and to see if something new is happening.</p><p><strong>Keywords</strong>: Chaos theory, time series, financial markets</p><p><strong>JEL Classifications</strong>: C1, G1, F65</p><p>DOI: <a href="https://doi.org/10.32479/ijefi.8058">https://doi.org/10.32479/ijefi.8058</a></p> |
| first_indexed | 2024-04-10T12:05:29Z |
| format | Article |
| id | doaj.art-16a84c769d0f428fae33cb026adff525 |
| institution | Directory Open Access Journal |
| issn | 2146-4138 |
| language | English |
| last_indexed | 2024-04-10T12:05:29Z |
| publishDate | 2019-07-01 |
| publisher | EconJournals |
| record_format | Article |
| series | International Journal of Economics and Financial Issues |
| spelling | doaj.art-16a84c769d0f428fae33cb026adff5252023-02-15T16:16:15ZengEconJournalsInternational Journal of Economics and Financial Issues2146-41382019-07-019418243950Does Chaos Matter in Financial Time Series Analysis?Marisa FagginiBruna BrunoAnna Parziale<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 the point of view of traditional time series analysis but with a deepener analysis performed by adequate tools could be chaotic. The aim of this paper is explorative in its nature, pointing to investigate chaos literature in order to grasp the difficulties typical of these applied researches and to see if something new is happening.</p><p><strong>Keywords</strong>: Chaos theory, time series, financial markets</p><p><strong>JEL Classifications</strong>: C1, G1, F65</p><p>DOI: <a href="https://doi.org/10.32479/ijefi.8058">https://doi.org/10.32479/ijefi.8058</a></p>https://www.econjournals.com/index.php/ijefi/article/view/8058 |
| spellingShingle | Marisa Faggini Bruna Bruno Anna Parziale Does Chaos Matter in Financial Time Series Analysis? International Journal of Economics and Financial Issues |
| title | Does Chaos Matter in Financial Time Series Analysis? |
| title_full | Does Chaos Matter in Financial Time Series Analysis? |
| title_fullStr | Does Chaos Matter in Financial Time Series Analysis? |
| title_full_unstemmed | Does Chaos Matter in Financial Time Series Analysis? |
| title_short | Does Chaos Matter in Financial Time Series Analysis? |
| title_sort | does chaos matter in financial time series analysis |
| url | https://www.econjournals.com/index.php/ijefi/article/view/8058 |
| work_keys_str_mv | AT marisafaggini doeschaosmatterinfinancialtimeseriesanalysis AT brunabruno doeschaosmatterinfinancialtimeseriesanalysis AT annaparziale doeschaosmatterinfinancialtimeseriesanalysis |