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INVESTIGATING CHAOTIC BEHAVIOR IN ECONOMIC SERIES: THE DELAY TIME IN THE GRASSBERGER–PROCACCIA ALGORITHM
APARICIO, TERESA, POZO, EDUARDO, SAURA, DULCEVolume:
2
Langue:
english
Journal:
International Journal of Theoretical and Applied Finance
DOI:
10.1142/S0219024999000194
Date:
October, 1999
Fichier:
PDF, 387 KB
english, 1999