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A Bias Correction for Token's Correlation Dimension Estimator

Published online by Cambridge University Press:  11 February 2009

Stephen Satchell
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Information
Econometric Theory , Volume 10 , Issue 2 , June 1994 , pp. 439 - 440
Copyright
Copyright © Cambridge University Press 1994

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References

1. Scheinkman, J.A. & Le Baron, B.. Non-linear dynamics and stock returns. Journal of Business, 62 (1989): 311–337.10.1086/296465Google Scholar
2.Takens, F. On the numerical determination of the dimension of an attractor in dynamical systems and bifurcations. In Groningen, (ed.) Lecture Notes in Mathematics, pp. 100–106. Berlin: Springer-Verlag.Google Scholar