Often researchers find parametric models restrictive and sensitive to deviations from the
parametric specifications; semi-nonparametric models are more flexible and robust, but lead …

This paper provides a systematic review of the weak‐form market efficiency literature that
examines return predictability from past price changes, with an exclusive focus on the stock …

Written for those who need an introduction, Applied Time Series Analysis reviews
applications of the popular econometric analysis technique across disciplines. Carefully …

In this paper, a hybrid methodology based on Support Vector Regression for wind speed
forecasting is proposed. Using the autoregressive model called Time Delay Coordinates …

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 …

This paper focuses on the use of dynamical chaotic systems in economics and finance. In
these fields, researchers employ different methods from those taken by mathematicians and …

This paper investigates the Chicago Board Option Exchange Volatility Index's ('VIX')
response to the COVID-19 pandemic crisis, in terms of information efficiency. First, we …

In the present paper we construct a new, simple, consistent and powerful test for
independence by using symbolic dynamics and permutation entropy as a measure of serial …

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 …

To foster a deeper understanding of the mechanisms behind inequality in society, it is crucial
to work with well-defined concepts associated with such mechanisms. The aim of this paper …