Searching for chaos on low frequency

Nicolas Wesner

Economics Bulletin, 2004, vol. 3, issue 1, 1-8

Abstract: A new method for detecting low dimensional chaos in small sample sets is presented. The method is applied to financial data on low frequency (annual and monthly) for which few observations are available.

Keywords: low; dimensional; chaos (search for similar items in EconPapers)
JEL-codes: C1 G1 (search for similar items in EconPapers)
Date: 2004-01-27
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Citations: View citations in EconPapers (1)

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