Chaos and the compass rose-Reference-Cited by-同舟云学术

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Chaos and the compass rose

Published:1997-02 Issue:2 Volume:54 Page:113-118
ISSN:0165-1765
Container-title:Economics Letters
language:en
Short-container-title:Economics Letters

Author:

Krämer Walter,Runde Ralf

Publisher

Elsevier BV

Subject

Economics and Econometrics,Finance

Reference4 articles.

1. Robust structure without predictability: the ‘compass rose’ pattern of the stock market;Crack;Journal of Finance,1996

2. Market microstructure and stock return predictions;Huang;Review of Financial Studies,1994

3. A test for independence based upon the correlation dimension;Brock,1987

4. Nonlinear dynamics and stock returns;Scheinkman;Journal of Business,1989

Cited by 30 articles. 订阅此论文施引文献订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献

1. Permutation entropy and its variants for measuring temporal dependence;Australian & New Zealand Journal of Statistics;2022-12

2. Complexity in financial asset returns: Evidence from the compass rose;Chaos: An Interdisciplinary Journal of Nonlinear Science;2018-12

3. Deteriorating Complexity in Gold Returns: Evidence from the Compass Rose;SSRN Electronic Journal;2017

4. Return reversals and the compass rose: insights from high frequency options data;The European Journal of Finance;2011-11

5. Monetary policy regimes in macroeconomic data: An application of fractal analysis;The Quarterly Review of Economics and Finance;2011-05

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