Correlation dimension analysis of the artificial circulation

2002 ◽  
Vol 5 (1) ◽  
pp. 0001-0005
Author(s):  
T. Yambe ◽  
S. Nanka ◽  
S. Naganuma ◽  
S. Kobayashi ◽  
S. Nitta ◽  
...  
2002 ◽  
Vol 46 (2) ◽  
pp. 104-110 ◽  
Author(s):  
Toshio Kobayashi ◽  
Shigeki Madokoro ◽  
Yuji Wada ◽  
Kiwamu Misaki ◽  
Hiroki Nakagawa

2018 ◽  
Vol 3 (1) ◽  
Author(s):  
Jo-Hui Chen ◽  
Batsukh Tushigmaa ◽  
Yu-Fang Huang

<p>This study investigates the chaos effect of agricultural exchange-traded funds (ETFs) using Brock, Dechert, and Scheinkman test, rescaled range analysis, and correlation dimension analysis. The standardized residuals from generalized autoregressive conditional heteroskedasticity models are fitted into eight ETFs and examined in each case for evidence of chaotic behavior. This study also examines whether or not the ETFs are consistent with the chaos effect based on the underlying random data with trend-reinforcing series. Research results outline the financial insights for the agricultural ETF field of investment forecasting to eliminate trading emotions, while pursuing considerable profitable experience for investors.</p>


2009 ◽  
Vol 17 (9) ◽  
pp. 7592 ◽  
Author(s):  
J. P. Toomey ◽  
D. M. Kane ◽  
S. Valling ◽  
A. M. Lindberg

2005 ◽  
Vol 78 (2) ◽  
pp. 133-140 ◽  
Author(s):  
Raúl Carvajal ◽  
Niels Wessel ◽  
Montserrat Vallverdú ◽  
Pere Caminal ◽  
Andreas Voss

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