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Chaos in Economics and Finance

Dominique Guegan

Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) from HAL

Abstract: This paper focuses on the use of dynamical chaotic systems in Economics and Finance. In these fields, researchers employ different methods from those taken by mathematicians and physicists. We discuss this point. Then, we present statistical tools and problems which are innovative and can be useful in practice to detect the existence of chaotic behavior inside real data sets.

Keywords: Chaos; Deterministic dynamical system; Economics; Estimation theory; Finance; Forecasting (search for similar items in EconPapers)
Date: 2009-04
Note: View the original document on HAL open archive server: https://halshs.archives-ouvertes.fr/halshs-00375713v2
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Published in Annual Reviews in Control, Elsevier, 2009, 33 (1), pp.89-93. 〈10.1016/j.arcontrol.2009.01.002〉

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Related works:
Working Paper: Chaos in economics and finance (2009) Downloads
Working Paper: Chaos in economics and finance (2007) Downloads
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Persistent link: https://EconPapers.repec.org/RePEc:hal:cesptp:halshs-00375713

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