@article{JSFS_1994__135_3_73_0, author = {Corcos, Anne and Piatecki, Cyrille}, title = {CAC 40 et chaos : les diagrammes de proximit\'e}, journal = {Journal de la Soci\'et\'e de statistique de Paris}, pages = {73--98}, publisher = {Soci\'et\'e de statistique de Paris}, volume = {135}, number = {3}, year = {1994}, language = {fr}, url = {http://www.numdam.org/item/JSFS_1994__135_3_73_0/} }
TY - JOUR AU - Corcos, Anne AU - Piatecki, Cyrille TI - CAC 40 et chaos : les diagrammes de proximité JO - Journal de la Société de statistique de Paris PY - 1994 SP - 73 EP - 98 VL - 135 IS - 3 PB - Société de statistique de Paris UR - http://www.numdam.org/item/JSFS_1994__135_3_73_0/ LA - fr ID - JSFS_1994__135_3_73_0 ER -
%0 Journal Article %A Corcos, Anne %A Piatecki, Cyrille %T CAC 40 et chaos : les diagrammes de proximité %J Journal de la Société de statistique de Paris %D 1994 %P 73-98 %V 135 %N 3 %I Société de statistique de Paris %U http://www.numdam.org/item/JSFS_1994__135_3_73_0/ %G fr %F JSFS_1994__135_3_73_0
Corcos, Anne; Piatecki, Cyrille. CAC 40 et chaos : les diagrammes de proximité. Journal de la Société de statistique de Paris, Volume 135 (1994) no. 3, pp. 73-98. http://www.numdam.org/item/JSFS_1994__135_3_73_0/
The Economy as an Evolving Complex System, Santa Fe Institute. | MR
& & (Eds) (1988)The Aggregation-Theoric Monetary Aggregates are Chaotic and Have Strange Attractors: an Econometric Application of Mathematical Chaos", in BARNETT W.A., BERNDT E.R. & WHITE H. (Eds), Dynamic Econometric Modeling, pp. 199-245. | MR | Zbl
& (1988) "Chaos: Significance, Mecanism and Economics Applications", J. Economics Perspectives, Winter, pp. 77-106.
& (1989) "Rational Choice and Erratic Behaviour", R. of Economics Studies, July. | MR | Zbl
& (1981) "L'ordre dans le chaos, Hermann.
& & (1984)Le chaos, Eyrolles.
éd. (1989)Path of Optimal Accumulation in Two-sector Models", in BARNETT W.A., GEWEKE J. & SHELL K. (Eds), Economic Complexity : Chaos, Sunspot, Bubbles and Nonlinearity, Cambridge University Press. | MR | Zbl
(1989) "Chaotic Dynamics and General Equilibrium Theory", Actes du Symposium Sanjo, Conference Hall, University of Tokyo, April.
(1991) "Nonlinearity and Complex Dynamics in Economics and Finance" in ANDERSON P.W., ARROW K.J., PINES D. (Eds), The Economy as an Evolving Complex System, Addison-Wesley. | MR | Zbl
(1988) "Empirical and Theoretical Evidence of Economic Chaos", System Dynamics Review.
(1988) "Irregular Growth Cycles" American Economic Review, June, pp. 406-414.
(1982) "The Emergence of Chaos from Classical Economic Growth", Quaterly Journal of Economics, May, pp. 201-213. | MR
(1983) "Economic Growth in the Very Long Run: on the Multiple-phase Interaction of Population, Technology, and Social Infra-structure", in BARNETT W.A., GEWEKE J. & SHELL K. (Eds), op. cit. | MR
& (1989) "Keynesian Chaos", J. of Macroeconomics.
& (1985) "Does Optimal Growth Preclude Chaos? A Theorem on Monoticity", Zeitschrift für Nationalökonomie. | MR | Zbl
(1984) "A Characterization of Independance for Gaussian Process in terms of the Correlation Dimension, SSRI Working Paper 8812, University of Wisconsin at Madison.
(1988)Competitive Chaos", J. of Economic Theory, Oct., pp. 13-25. | MR | Zbl
(1986) "Lyapunov Exponents for Stock Returns", in ANDERSON P.W., ARROW KJ., PINES D. (Eds), op. cit.
, , & (1988) "Lyapunov Exponents from Times Series", Physical Review, pp. 4971-4979.
, , & (1986) "Recurrence Plot of Dynamical Systems", Europhys. Lett., pp. 973-977.
, , & (1987) "Ergodic Theory of Chaos and Strange Attractors", R. of Modern Physics, pp. 617-656. | MR | Zbl
& (1985) "Fundamental Limitations for Estimating Dimensions and Lyapunov Exponents in Dynamical Systems, preprint. | MR
& (1990)Chaotic Economic Dynamics, Clarenton Press Oxford.
(1990)Nonlinear Economic Dynamics: Introduction", J. of Economic Theory, oct., pp. 3-11. | MR
& (1986) "Are There Really Climatic Attiactor?", Nature n° 323, pp. 609-612.
(1986) "Finite Sample Properties of the BDS Statistic, Working Paper, University of Chicago and University of Wisconsin.
& (1988)Statistical Properties of Daily Exchange Rates", J. of International Economics.
(1988) "Testing for Nonlinearity in Daily Foreign Exchange Rate Changes", J. of Business.
(1989) "Chaos and Nonlinear Dynamics: Application to Financial Markets", J. of Finance, Déc.
(1991) "Implications of Nonlinear Dynamics for Financial Risk Management, Workshop on Nonlinear Dynamics in Economics, European University Institute, July.
(1992)An Introduction to Nonlinear Dynamics and its Application to Economics", in HAHN F., The Economics of Missing Markets, Information and Games, pp. 410-434.
(1989) "Nonlinear Dynamical Economics and Chaotic Motion, Springer-Verlag. | MR | Zbl
(1989)From Mandelbrot to Chaos in Economic Theory", Southern Economic Journal, n° 2, October.
(1990) "Chaotic Evolution and Strange Attractor, Cambridge University Press. | MR
(1989)Nonlinear Dynamics and GNP Data", in BARNETT W.A., GEWEKE J. & SHELL K. (Eds), Economic Complexity: Chaos, Sunspot, Bubbles and Nonlinearity, Cambridge University Press. | MR
& ( 1989a) "Nonlinear Dynamics and Stock Returns", J. of Business, (3).
& ( 1989b) "in Dynamical Systems and Turbulence, éd. D. Rand and L.S. Young, Lectures notes in Math., 898, Springer. | MR
(1981)Overlapping Generations Models, an Introduction", in Van der Ploeg (Eds), Advances Lectures in Quantitatives Economics, pp. 249-312.
(1990) "