Chaotic time series analysis in economics: Balance and perspectives

被引：31

作者：

Faggini, Marisa ^{[1
]}

机构：

[1] Univ Salerno, Dipartimento Sci Econ & Stat, I-84084 Fisciano, Italy

来源：

CHAOS | 2014年 / 24卷 / 04期

关键词：

RECURRENCE QUANTIFICATION ANALYSIS; NONLINEAR DYNAMICS; LYAPUNOV EXPONENTS; DIMENSION CALCULATIONS; STRANGENESS; DEPENDENCE; BEHAVIOR; NUMBER; ERROR; TESTS;

D O I：

10.1063/1.4903797

中图分类号：

O29 [应用数学];

学科分类号：

070104 ;

摘要：

The aim of the paper is not to review the large body of work concerning nonlinear time series analysis in economics, about which much has been written, but rather to focus on the new techniques developed to detect chaotic behaviours in economic data. More specifically, our attention will be devoted to reviewing some of these techniques and their application to economic and financial data in order to understand why chaos theory, after a period of growing interest, appears now not to be such an interesting and promising research area. (C) 2014 AIP Publishing LLC.

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页数：10

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