Visual Recurrence Analysis: Application to Economic Time series

  • M. Faggini
Part of the New Economic Windows book series (NEW)


The existing linear and non-linear techniques of time series analysis (Casdagli, 1997), long dominant within applied mathematics, the natural sciences, and economics, are inadequate when considering chaotic phenomena.


Time Series Lyapunov Exponent Chaotic System Correlation Dimension Chaotic Behaviour 
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Copyright information

© Springer-Verlag Italia 2007

Authors and Affiliations

  • M. Faggini
    • 1
  1. 1.Dipartimento di Scienze Economiche e StatisticheUniversitä degli Studi di SalernoItaly

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