CAC 40 et chaos : les diagrammes de proximité
Journal de la société française de statistique, Volume 135 (1994) no. 3, p. 73-98
@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 fran\c caise de statistique},
     publisher = {Soci\'et\'e de statistique de Paris},
     volume = {135},
     number = {3},
     year = {1994},
     pages = {73-98},
     language = {fr},
     url = {http://www.numdam.org/item/JSFS_1994__135_3_73_0}
}
Corcos, Anne; Piatecki, Cyrille. CAC 40 et chaos : les diagrammes de proximité. Journal de la société française de statistique, Volume 135 (1994) no. 3, pp. 73-98. http://www.numdam.org/item/JSFS_1994__135_3_73_0/

Anderson P.W. & Kenneth J.A. & Pines D. (Eds) (1988) The Economy as an Evolving Complex System, Santa Fe Institute. | MR 1120101

Barnett W.A. & Chen P. (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 1059903 | Zbl 0729.90027

Baumol W. & Benhabib J. (1989) " Chaos: Significance, Mecanism and Economics Applications", J. Economics Perspectives, Winter, pp. 77-106.

Benhabib J. & Day R.H. (1981) " Rational Choice and Erratic Behaviour", R. of Economics Studies, July. | MR 671343 | Zbl 0463.90006

Bergé P. & Pomeau Y. & Vidal Ch. (1984) L'ordre dans le chaos, Hermann.

Bergé P. éd. (1989) Le chaos, Eyrolles.

Boldrin M. (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 1036782 | Zbl 0729.90024

Boldrin M. (1991) " Chaotic Dynamics and General Equilibrium Theory", Actes du Symposium Sanjo, Conference Hall, University of Tokyo, April.

Brock W.A. (1988) " 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 1120101 | Zbl 0686.90013

Chen P. (1988) " Empirical and Theoretical Evidence of Economic Chaos", System Dynamics Review.

Day R.H. (1982) " Irregular Growth Cycles" American Economic Review, June, pp. 406-414.

Day R.H. (1983) " The Emergence of Chaos from Classical Economic Growth", Quaterly Journal of Economics, May, pp. 201-213. | MR 701983

Day R.H. & Walter J.L. (1989) " 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 1036783

Day R.H. & Shafer W. (1985) " Keynesian Chaos", J. of Macroeconomics.

Dechert W. (1984) " Does Optimal Growth Preclude Chaos? A Theorem on Monoticity", Zeitschrift für Nationalökonomie. | MR 747300 | Zbl 0548.90016

Dechert W. (1988) A Characterization of Independance for Gaussian Process in terms of the Correlation Dimension, SSRI Working Paper 8812, University of Wisconsin at Madison.

Deneckere R. (1986) " Competitive Chaos", J. of Economic Theory, Oct., pp. 13-25. | MR 862581 | Zbl 0599.90015

Eckmann J.P., Oliffson Kamphorst D., Ruelle D. & Scheinkman J. (1988) " Lyapunov Exponents for Stock Returns", in ANDERSON P.W., ARROW KJ., PINES D. (Eds), op. cit.

Eckmann J.P., Oliffson Kamphorst D., Ruelle D. & Ciliberto S. (1986) " Lyapunov Exponents from Times Series", Physical Review, pp. 4971-4979.

Eckmann J.P., Oliffson Kamphorst S., & Ruelle D. (1987) " Recurrence Plot of Dynamical Systems", Europhys. Lett., pp. 973-977.

Eckmann J.P. & Ruelle D. (1985) " Ergodic Theory of Chaos and Strange Attractors", R. of Modern Physics, pp. 617-656. | MR 800052 | Zbl 0989.37516

Eckmann J.P. & Ruelle D. (1990) Fundamental Limitations for Estimating Dimensions and Lyapunov Exponents in Dynamical Systems, preprint. | MR 1164396

Goodwin R.M. (1990) Chaotic Economic Dynamics, Clarenton Press Oxford.

Grandmont J.P. & Malgrange P. (1986) " Nonlinear Economic Dynamics: Introduction", J. of Economic Theory, oct., pp. 3-11. | MR 862580

Grassberger P. (1986) " Are There Really Climatic Attiactor?", Nature n° 323, pp. 609-612.

Hsieh D. & Lebaron B. (1988) Finite Sample Properties of the BDS Statistic, Working Paper, University of Chicago and University of Wisconsin.

Hsieh D. (1988) " Statistical Properties of Daily Exchange Rates", J. of International Economics.

Hsieh D. (1989) " Testing for Nonlinearity in Daily Foreign Exchange Rate Changes", J. of Business.

Hsieh D. (1991) " Chaos and Nonlinear Dynamics: Application to Financial Markets", J. of Finance, Déc.

Hsieh D. (1992) Implications of Nonlinear Dynamics for Financial Risk Management, Workshop on Nonlinear Dynamics in Economics, European University Institute, July.

Kelsey D. (1989) " An Introduction to Nonlinear Dynamics and its Application to Economics", in HAHN F., The Economics of Missing Markets, Information and Games, pp. 410-434.

Lorenz H.W. (1989) Nonlinear Dynamical Economics and Chaotic Motion, Springer-Verlag. | MR 1357664 | Zbl 0717.90001

Mirowski P. (1990) " From Mandelbrot to Chaos in Economic Theory", Southern Economic Journal, n° 2, October.

Ruelle D. (1989) Chaotic Evolution and Strange Attractor, Cambridge University Press. | MR 1017644

Scheinkman J.A. & Lebaron B. ( 1989a) " 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 1036781

Scheinkman J. & Lebaron B. ( 1989b) " Nonlinear Dynamics and Stock Returns", J. of Business, (3).

Takens F. (1981) in Dynamical Systems and Turbulence, éd. D. Rand and L.S. Young, Lectures notes in Math., 898, Springer. | MR 654900

Weddepohl C. (1990) " Overlapping Generations Models, an Introduction", in Van der Ploeg (Eds), Advances Lectures in Quantitatives Economics, pp. 249-312.