Evidence of chaos in commodity futures prices

Author:

Decoster Gregory P.,Labys Walter C.,Mitchell Douglas W.

Publisher

Wiley

Subject

Economics and Econometrics,Finance,General Business, Management and Accounting,Accounting

Reference50 articles.

1. and (1988): “The Aggregation-Theoretic Monetary Aggregates Are Chaotic and Have Strange Attractors”, in Dynamic Econometric Modeling, , and (eds.). Cambridge, UK: Cambridge University Press.

2. and (forthcoming): “Has Chaos Been Discovered with Economic Data?”, in Evolutionary Dynamics and Nonlinear Economics, and (eds.). Oxford: Oxford University Press.

3. Chaos: Significance, Mechanism, and Economic Applications

4. (1990, January): “‘Chaos’ in Futures Markets? A Nonlinear Dynamical Analysis,” Columbia Business School Center for the Study of Futures Markets, Working Paper #204. Columbia University, New York.

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