Chaos theory in economics : methods, models and evidence - Dechert, W. Davis, 1942- (Cheltenham [U.K.] : Edward Elgar Publ., 1996)
21. On Determining the Dimension of Real-Time Stock-Price Data / E. Scott Mayfield and Bruce Mizrach -- 22. Implications of Nonlinear Dynamics for Financial Risk Management / David A. Hsieh -- 23. "Chaos" in Futures Markets? A Nonlinear Dynamical Analysis / Steven C. Blank -- 24. Testing for Nonlinear Dependence in Daily Stock Indices / Thomas Willey -- 25. The Statistical Properties of Dimension Calculations Using Small Data Sets: Some Economic Applications / James B. Ramsey, Chera L. Sayers and Philip Rothman -- 26. International Chaos? / Murray Frank, Ramazan Gencay and Thanasis Stengos -- 27. Some Evidence Concerning Macroeconomic Chaos / Murray Z. Frank and Thanasis Stengos -- 28. On Nonlinear Dynamics: The Case of the Pork Cycle / Jean-Paul Chavas and Matthew T. Holt -- 29. Chaos Theory and Microeconomics: An Application to Model Specification and Hedonic Estimation / Steven G. Craig, Janet E. Kohlhase and David H. Papell.
Includes bibliographical references and index.
Keywords: Economics, Mathematical; Chaotic behavior in systems; Statics and dynamics (Social sciences); Time-series analysis; Nonlinear systems