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Original Articles

Chaotic volatility in market portfolios

Pages 63-65 | Published online: 05 Oct 2010

References

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  • Brock , W. A. 1990 . “ Chaos and complexity in economic and financial science ” . In Acting Under Uncertainty: Multidisciplinary Conceptions , Edited by: Furstenberg , G. V. Dordrecht, , Germany : Kluwer Academic Publishers .
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  • Sengupta , J. K. and Zheng , Y. 1993 . >Empirical tests of chaotic dynamics in market volatility , in press

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