文章基本信息

标题：WHY IT IS IMPORTANT TO HIGHLIGHT THE CHAOTIC BEHAVIOUR OF TIME SERIES
本地全文：下载
作者：CIOBANU DUMITRU
期刊名称：Analele Universităţii Constantin Brâncuşi din Târgu Jiu : Seria Economie
印刷版ISSN：1844-7007
出版年度：2012
期号：4
页码：108-117
语种：English
出版社：Academica Brâncuşi
摘要：Chaos Theory says that many apparently random data are,in fact,the results of deterministic process,and try to find the underlying order from data.Determining if a process is or not chaotic may supply valuable information about how to deal with that process.Because there is no single test that completely identifies chaos,is better to perform many tests that provide indices of chaos.I applied more tests on the exchange rate EUR-LEU and I found evidences of chaos.
关键词：Chaos tests;Time Series;Exchange rate.