Chaoticity versus stochasticity in financial markets: Are daily S&P 500 return dynamics chaotic?
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Title
Chaoticity versus stochasticity in financial markets: Are daily S&P 500 return dynamics chaotic?
Authors
Keywords
Nonlinear dynamics, Chaos, Financial chaos, Recurrence analysis, Financial predictions, Financial markets
Journal
Communications in Nonlinear Science and Numerical Simulation
Volume 108, Issue -, Pages 106218
Publisher
Elsevier BV
Online
2022-01-14
DOI
10.1016/j.cnsns.2021.106218
References
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