Physics Letters A · 2004 · 30 citations · 13 references
BusinessEconomicsFinanceDynamical SystemsFinancial EconomicsTime Series AnalysisFinancial Time Series AnalysisTime Series EconometricsTime Series ForecastingTime Series ModelingTrend AnalysisVolatility ModelingCorrelation DynamicsFinancial Time Series ForecastingMean Reversion AnalysisTemporal Data Series AnalysisTime Series Data CollectionTime Series Fluctuation AnalysisTime-varying Volatility Dynamics
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Determining Lyapunov exponents from a time series
Alan Wolf, J. B. Swift, Harry L. Swinney et al. · Physica D Nonlinear Phenomena · 1985 · 9.4K citations · Full text
Measuring the strangeness of strange attractors
Peter Grassberger, Itamar Procaccia · Physica D Nonlinear Phenomena · 1983 · 5.6K citations
Characterization of Strange Attractors
Peter Grassberger, Itamar Procaccia · Physical Review Letters · 1983 · 4.8K citations
Norman H. Packard, James P. Crutchfield, J. Doyne Farmer et al. · Physical Review Letters · 1980 · 3.9K citations