Metody chaosu deterministycznego w badaniach ekonomicznych

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Opublikowane:
Dec 17, 2000
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Nr 42 (2000)
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Arkadiusz Orłowski
Katedra Ekonometrii i Informatyki SGGW
https://orcid.org/0000-0002-6755-1830
Mariusz Bęben
Szkoła Nauk Ścisłych w Warszawie

DOI: https://doi.org/10.22630/EIOGZ.2000.42.74
Abstrakt
An introduction to nonlinear analysis of economical time series is given. Methods developed for investigations of chaotic dynamics of physical systems are applied to various indexes and exchange rates. An attempt to distinguish between well-developed and emerging markets is undertaken. Phase-space reconstruction as well as estimation of the Lyapunov exponent are performed using available economical data.

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Jak cytować
Orłowski, A., & Bęben, M. (2000). Metody chaosu deterministycznego w badaniach ekonomicznych. Zeszyty Naukowe SGGW - Ekonomika I Organizacja Gospodarki Żywnościowej, (42), 67–79. https://doi.org/10.22630/EIOGZ.2000.42.74
Bibliografia

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