Application of bootstrap to detecting chaos in financial time series-Reference-Cited by-同舟云学术

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Application of bootstrap to detecting chaos in financial time series

Published:2004-12 Issue:1-2 Volume:344 Page:317-321
ISSN:0378-4371
Container-title:Physica A: Statistical Mechanics and its Applications
language:en
Short-container-title:Physica A: Statistical Mechanics and its Applications

Author:

Brzozowska-Rup Katarzyna,Orłowski Arkadiusz

Publisher

Elsevier BV

Subject

Condensed Matter Physics,Statistics and Probability

Reference6 articles.

1. An Introduction to the Bootstrap;Efron,1993

2. Randomization, Bootstrap and Monte Carlo Methods in Biology, second ed.;Manly,1998

3. When Does Bootstrap Work? Asymptotic Results and Simulations;Mammen,1992

4. A positive Lyapunov exponent in Swedish exchange rates?;Bask;Chaos, Solitons and Fractals,2002

5. Testing chaotic dynamics via Lyapunov exponents;Bask;Physica D,1998

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1. Assessing efficiency in prices and trading volumes of cryptocurrencies before and during the COVID-19 pandemic with fractal, chaos, and randomness: evidence from a large dataset;Financial Innovation;2024-04-05

2. Detecting chaos in time series;Journal of Physics: Conference Series;2020-12-01

3. Confidence intervals and hypothesis testing for the Permutation Entropy with an application to epilepsy;Communications in Nonlinear Science and Numerical Simulation;2018-04

4. The Euro/Dollar exchange rate: Chaotic or non-chaotic? A continuous time model with heterogeneous beliefs;Journal of Economic Dynamics and Control;2012-04

5. A Chaotic Prediction Method to Time Series Data;Advanced Materials Research;2010-06

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