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Estimating the Maximum Lyapunov Exponent with Denoised Data to Test for Chaos in the German Stock Market

Crossref DOI link: https://doi.org/10.1007/s10614-024-10812-0

Published Online: 2024-12-28

Update policy: https://doi.org/10.1007/springer_crossmark_policy

Authors

Belaire-Franch, Jorge https://orcid.org/0000-0002-8086-7602
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Text and Data Mining valid from 2024-12-28

Version of Record valid from 2024-12-28
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Article History

Accepted: 22 October 2024

First Online: 28 December 2024

Declarations

:

: The authors have no relevant financial or non-financial interest to disclose.