Associate Professor, Fuqua School of Business, Duke University, Durham, NC 27706. The author is grateful to comments from workshop participants at Emory University, the Federal Reserve Bank of Atlanta, University of California at Berkeley, Harvard Business School, and The University of Michigan. The paper has also benefitted greatly from the comments of an anonymous referee.
Chaos and Nonlinear Dynamics: Application to Financial Markets
Article first published online: 30 APR 2012
1991 The American Finance Association
The Journal of Finance
Volume 46, Issue 5, pages 1839–1877, December 1991
How to Cite
HSIEH, D. A. (1991), Chaos and Nonlinear Dynamics: Application to Financial Markets. The Journal of Finance, 46: 1839–1877. doi: 10.1111/j.1540-6261.1991.tb04646.x
- Issue published online: 30 APR 2012
- Article first published online: 30 APR 2012
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