EconPapers    
Economics at your fingertips  
 

Does Chaos Matter in Financial Time Series Analysis?

Marisa Faggini, Bruna Bruno () and Anna Parziale
Additional contact information
Marisa Faggini: Department of Economics and Statistics - DISES, University of Salerno, Italy,
Anna Parziale: Department of Law Sciences University of Salerno, Italy

International Journal of Economics and Financial Issues, 2019, vol. 9, issue 4, 18-24

Abstract: 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.

Keywords: Chaos theory; time series; financial markets (search for similar items in EconPapers)
JEL-codes: C1 G1 F65 (search for similar items in EconPapers)
Date: 2019
References: View references in EconPapers View complete reference list from CitEc
Citations: Track citations by RSS feed

Downloads: (external link)
https://www.econjournals.com/index.php/ijefi/article/download/8058/pdf (application/pdf)
https://www.econjournals.com/index.php/ijefi/article/view/8058/pdf (text/html)

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:eco:journ1:2019-04-3

Access Statistics for this article

International Journal of Economics and Financial Issues is currently edited by Ilhan Ozturk

More articles in International Journal of Economics and Financial Issues from Econjournals
Bibliographic data for series maintained by Ilhan Ozturk ().

 
Page updated 2019-10-03
Handle: RePEc:eco:journ1:2019-04-3