Crossref Citations
This Book has been
cited by the following publications. This list is generated based on data provided by Crossref.
Chen, Ping
1988.
Empirical and theoretical evidence of economic chaos.
System Dynamics Review,
Vol. 4,
Issue. 1-2,
p.
81.
Kalaba, R.
and
Tesfatsion, L.
1989.
Sequential nonlinear estimation with nonaugmented priors.
Journal of Optimization Theory and Applications,
Vol. 60,
Issue. 3,
p.
421.
Ramsey, James B.
1990.
The Stock Market: Bubbles, Volatility, and Chaos.
p.
81.
DeCoster, Gregory P.
and
Mitchell, Douglas W.
1991.
Nonlinear Monetary Dynamics.
Journal of Business & Economic Statistics,
Vol. 9,
Issue. 4,
p.
455.
Decoster, Gregory P.
and
Mitchell, Douglas W.
1991.
The efficacy of the correlation dimension technique in detecting determinism in small samples.
Journal of Statistical Computation and Simulation,
Vol. 39,
Issue. 4,
p.
221.
Finkenstädt, Bärbel
and
Kuhbier, Peter
1992.
Chaotic dynamics in agricultural markets.
Annals of Operations Research,
Vol. 37,
Issue. 1,
p.
73.
Decoster, Gregory P.
Labys, Walter C.
and
Mitchell, Douglas W.
1992.
Evidence of chaos in commodity futures prices.
Journal of Futures Markets,
Vol. 12,
Issue. 3,
p.
291.
Feigelson, Eric D.
and
Babu, G. Jogesh
1992.
Statistical Challenges in Modern Astronomy.
p.
429.
Frank, Murray
and
Stengos, Thanasis
1993.
Nonlinear Dynamics in Economics and Social Sciences.
Vol. 399,
Issue. ,
p.
238.
Carrier, David
1993.
Will chaos kill the auctioneer?.
Review of Political Economy,
Vol. 5,
Issue. 3,
p.
299.
Lorenz, Hans-Walter
1993.
Nonlinear Dynamics in Economics and Social Sciences.
Vol. 399,
Issue. ,
p.
17.
SENGUPTA, JATI K.
and
SFEIR, RAYMOND E.
1994.
Modelling and testing for market volatility.
International Journal of Systems Science,
Vol. 25,
Issue. 5,
p.
881.
Sengupta, Jati K.
and
Zheng, Yijuan
1994.
Chaotic volatility in market portfolios.
Applied Economics Letters,
Vol. 1,
Issue. 4,
p.
63.
Sengupta, Jati K.
and
Zheng, Yijuan
1995.
Empirical tests of chaotic dynamics in market volatility.
Applied Financial Economics,
Vol. 5,
Issue. 5,
p.
291.
Kohzadi, Nowrouz
and
Boyd, Milton S.
1995.
Testing for Chaos and Nonlinear Dynamics in Cattle Prices.
Canadian Journal of Agricultural Economics/Revue canadienne d'agroeconomie,
Vol. 43,
Issue. 3,
p.
475.
CRACK, TIMOTHY FALCON
and
LEDOIT, OLIVIER
1996.
Robust Structure Without Predictability: The “Compass Rose” Pattern of the Stock Market.
The Journal of Finance,
Vol. 51,
Issue. 2,
p.
751.
Cao, Liangyue
Hong, Yiguang
Zhao, Hanzhang
and
Deng, Shuhui
1996.
Predicting economic time series using a nonlinear deterministic technique.
Computational Economics,
Vol. 9,
Issue. 2,
p.
149.
Sengupta, Jati K.
and
Zheng, Yijuan
1997.
Estimating skewness persistence in market returns.
Applied Financial Economics,
Vol. 7,
Issue. 5,
p.
549.
Aparicio, Teresa
Pozo, Eduardo
and
Saura, Dulce
2002.
The nearest neighbour method as a test for detecting complex dynamics in financial series. An empirical application.
Applied Financial Economics,
Vol. 12,
Issue. 7,
p.
517.
2004.
The Effortless Economy of Science?.
p.
251.