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Applied Financial Economics Volume 5, 1995 - Issue 5
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Original Articles

Empirical tests of chaotic dynamics in market volatility

Jati K. Sengupta Department of Economics, University of California, Santa Barbara, CA, 93106, USA
&
Yijuan Zheng Department of Economics, University of California, Santa Barbara, CA, 93106, USA
Pages 291-300 | Published online: 02 Nov 2006

Citations (9)

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Read on this site (2)

Jati K. Sengupta & Yijuan Zheng. (1997) Estimating skewness persistence in market returns. Applied Financial Economics 7:5, pages 549-558.
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Jati K. Sengupta & Raymond E. Sfeir. (1997) Exchange rate instability: some empirical tests of temporal dynamics. Applied Economics Letters 4:9, pages 547-550.
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Articles from other publishers (7)

Andreas LieningAndreas Liening. 2023. Komplexität und Entrepreneurship. Komplexität und Entrepreneurship 347 484 .
Andreas LieningAndreas Liening. 2017. Komplexität und Entrepreneurship. Komplexität und Entrepreneurship 321 437 .
Yankou Diasso. (2014) Dynamique du prix international du coton : aléas, aversion au risque et chaos. Recherches économiques de Louvain Vol. 80:4, pages 53-86.
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Xiao-Dan Zhang, Xiang-Dong Liu, Yuan Zheng & Cheng Liu. (2013) Chaotic dynamic behavior analysis and control for a financial risk system. Chinese Physics B 22:3, pages 030509.
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Jati K. SenguptaJati K. Sengupta. 2011. Technology, Innovations and Growth. Technology, Innovations and Growth 55 87 .
Catherine Kyrtsou & Michel Terraza. (2002) Stochastic chaos or ARCH effects in stock series?. International Review of Financial Analysis 11:4, pages 407-431.
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Anning Wei & Raymond M. Leuthold. (1998) Long Agricultural Futures Prices: ARCH, Long Memory, or Chaos Processes. SSRN Electronic Journal.
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