Long memory and chaotic models of prices on the London Metal Exchange-Reference-Cited by-同舟云学术

Long memory and chaotic models of prices on the London Metal Exchange

Published:2001-12 Issue:4 Volume:27 Page:235-246
ISSN:0301-4207
Container-title:Resources Policy
language:en
Short-container-title:Resources Policy

Author:

Panas E.

Publisher

Elsevier BV

Subject

Law,Management, Monitoring, Policy and Law,Economics and Econometrics,Sociology and Political Science

Reference47 articles.

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4. Chaos in futures markets? A non-linear dynamical analysis;Blank;The Journal of Futures Markets,1991

5. Distinguishing random and deterministic systems: abridged version;Brock;Journal of Economic Theory,1986

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