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“Chaos” in futures markets? A nonlinear dynamical analysis

https://doi.org/10.1002/fut.3990110606
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What this work says

Outgoing claims: the papers this work cites, builds on, or argues with.

inferredcites →https://doi.org/10.1002/fut.3990040407openalex-snapshot
Stable distributions, futures prices, and the measurement of trading performance
inferredcites →https://doi.org/10.1002/fut.3990040408openalex-snapshot
Memory in commodity futures contracts
inferredcites →https://doi.org/10.1002/fut.3990050209openalex-snapshot
An examination of the distribution of futures price changes
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Factors affecting agricultural futures price variance
inferredcites →https://doi.org/10.1002/fut.3990080303openalex-snapshot
When random is not random: An introduction to chaos in market prices
inferredcites →https://doi.org/10.1002/fut.3990090604openalex-snapshot
Nonlinearities and chaotic effects in options prices
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Measuring the Strangeness of Strange Attractors
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On the numerical determination of the dimension of an attractor
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Competitive chaos
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Distinguishing random and deterministic systems: Abridged version
inferredcites →https://doi.org/10.1016/0165-1889(86)90046-1openalex-snapshot
Estimation of a non-linear discrete-time macro model
inferredcites →https://doi.org/10.1016/0167-2681(87)90052-7openalex-snapshot
Strange attractors in a multisector business cycle model
inferredcites →https://doi.org/10.1016/0167-2681(91)90037-xopenalex-snapshot
The economy as an evolving complex system
inferredcites →https://doi.org/10.1016/0167-2789(83)90111-2openalex-snapshot
Observations of order and chaos in nonlinear systems
inferredcites →https://doi.org/10.1016/0167-2789(83)90112-4openalex-snapshot
Universal behavior in nonlinear systems
inferredcites →https://doi.org/10.1016/0167-2789(83)90298-1openalex-snapshot
Measuring the strangeness of strange attractors
inferredcites →https://doi.org/10.1016/0167-2789(84)90448-2openalex-snapshot
Testing nonlinear dynamics
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Determining Lyapunov exponents from a time series
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R/S analysis of foreign exchange rates under two international monetary regimes
inferredcites →https://doi.org/10.1016/0304-3932(88)90170-5openalex-snapshot
Is the business cycle characterized by deterministic chaos?
inferredcites →https://doi.org/10.1016/0304-405x(77)90006-xopenalex-snapshot
Long-term dependence in common stock returns
inferredcites →https://doi.org/10.1016/0304-4076(86)90063-1openalex-snapshot
Generalized autoregressive conditional heteroskedasticity
inferredcites →https://doi.org/10.1017/cbo9780511664342openalex-snapshot
Dynamic Econometric Modeling
inferredcites →https://doi.org/10.1017/cbo9780511664342.012openalex-snapshot
The aggregation-theoretic monetary aggregates are chaotic and have strange attractors: an econometric application of mathematical chaos
inferredcites →https://doi.org/10.1017/s008130520002570xopenalex-snapshot
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Evidence of Nonlinearity in Daily Stock Returns
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Persistence in Variance, Structural Change, and the GARCH Model
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Nonlinear Dynamics and Stock Returns
inferredcites →https://doi.org/10.1086/296466openalex-snapshot
Testing for Nonlinear Dependence in Daily Foreign Exchange Rates
inferredcites →https://doi.org/10.1088/0951-7715/3/1/009openalex-snapshot
The statistical properties of dimension calculations using small data sets
inferredcites →https://doi.org/10.1093/0198283350.001.0001openalex-snapshot
Chaotic Economic Dynamics
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Non‐Linear and Non‐Stationary Time Series Analysis
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PERSISTENT DEPENDENCE IN GOLD PRICES
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COMMODITY FUTURES: TRENDS OR RANDOM WALKS?
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The Fractal Geometry of Nature
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Chaos: Significance, Mechanism, and Economic Applications
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13. Quantifying chaos with Lyapunov exponents
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GARCH TIME-SERIES MODELS: AN APPLICATION TO RETAIL LIVESTOCK PRICES
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From Mandelbrot to Chaos in Economic Theory
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Multi‐Frequency Cobweb Model: Decomposition of the Hog Cycle
inferredcites →https://doi.org/10.2307/1239555openalex-snapshot
Commodity Price Forecasting with Large‐Scale Econometric Models and the Futures Market
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Unscrambling Chaos through Thick and Thin
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Measuring the Strangeness of Gold and Silver Rates of Return
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Stock Returns and Volatility
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The Statistical Properties of Dimension Calculations Using Small Data Sets:

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Incoming claims: where this work appears in other papers’ reference lists and arguments.

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