Chaos in German stock returns — New evidence from the 0–1 test
作者： Karsten Webel
DOI: 10.1016/J.ECONLET.2011.12.110
关键词: Chaotic 、 Stock (geology) 、 Empirical evidence 、 German stock market 、 Wavelet denoising 、 Economics 、 Financial economics 、 German
摘要: Abstract This paper applies the 0–1 test for chaos to returns from German stock market, providing empirical evidence of chaotic structures in all DAX members. For noise reduction purposes, wavelet denoising is employed prior application test.
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