Chaotic behavior in financial market volatility

The study of chaotic dynamics in financial time series suffers from the nature of the collected data, which is both finite and noisy. Moreover, researchers have become less enthusiastic since a large body of the literature found no evidence of chaotic dynamics in financial returns. In this paper, we...

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Veröffentlicht in:	The journal of risk 2019-02, Vol.21 (3), p.27-53
Hauptverfasser:	Litimi, Houda, BenSaida, Ahmed, Belkacem, Lotfi, Abdallah, Oussama
Format:	Artikel
Sprache:	eng
Schlagworte:	Economics and Finance Humanities and Social Sciences Sociology
Online-Zugang:	Volltext
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