The only integrative approach to chaos and random fractal theory Chaos and random fractal
theory are two of the most important theories developed for data analysis. Until now, there …

What happens to scientific knowledge when researchers outside the natural sciences bring
elements of the latest trend across disciplinary boundaries for their own purposes …

A new approach to macroeconomic modeling is presented and illustrated by an application
to modeling the behavior of national economies of the three Commonwealth countries. The …

Almost half a century has elapsed since the demand for money began to attract widespread
attention from economists and econometricians, and it has been a topic of ongoing …

This study tests for the presence of nonlinear dependence and deterministic chaos in the
rate of returns series for six Indian stock market indices. The overall result of our analysis …

In this paper we test for nonlinearity and chaos in some cryptocurrencies returns and
volatility. Financial markets are characterized by the so-called chaos model-data paradox …

The aim of the paper is not to review the large body of work concerning nonlinear time series
analysis in economics, about which much has been written, but rather to focus on the new …

Purpose–The purpose of this paper is to survey literature on macroeconomic nonlinear
dynamics. Design/methodology/approach–The paper identifies five influential types of …

We test whether the spot price of crude oil is determined by stochastic rules or exhibits
deterministic endogenous fluctuations. In our analysis, we employ both metric (correlation …

Modern economies have been subjected to a number of shocks during the past several
years such as the burst of the Internet bubble, terrorist attacks, corporate scandals, the war in …