Are oil markets chaotic? A non-linear dynamic analysis

Author:

Panas Epaminondas,Ninni Vassilia

Publisher

Elsevier BV

Subject

General Energy,Economics and Econometrics

Reference30 articles.

1. ‘Chaos’ in futures markets? A non-linear dynamical analysis;Blank;J. Future Markets,1991

2. Quasi-maximum likelihood estimation of dynamic models with time varying covariances;Bollerslev;Econom. Rev.,1992

3. Distinguishing random and deterministic systems: abridged version;Brock;J. Econ. Theory,1986

4. Brock, W.A., Dechert W., Scheinkman J., A Test for Independence Based on Correlation Dimension, unpublished manuscript, University of Wisconsin and Chicago, 1986.

5. Non-linear Dynamics, Chaos and Instability: Statistical Theory and Economic Evidence;Brock,1991

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