Bibliographical references

Barnett, W.A. y S.S. Choi (1989): A comparison between the conventional econometric approach to structural inference and the nonparametric chaotic attractor approach en W.A. Barnett, J. Geweke, J. y K. Shell (eds.): Economic complexity: chaos, sunspots, bubbles, and nonlinearity; Cambridge University Press, pp. 141-212.

Baumol, W.J. y R.E. Quandt (1996): Chaos and their implications for forecasting en Trippi, R.R. (ed.): Chaos & nonlinear dynamics in the financial markets; Irwin Professional Publishing, pp. 71-86.

Blank, S.C. (1996): “Chaos” in futures markets? A nonlinear dynamical analysis en Trippi, R.R. (ed.): Chaos & nonlinear dynamics in the financial markets; Irwin Professional Publishing, pp. 199-223.

Hommes, C.H. (1996): Adaptative learning and roads to chaos: the case of the cobweb en R.R. Trippi (ed.): Chaos and nonlinear dynamics in the financial market; Irwin Professional Publising, pp. 63-70.

Hommes, C.H. (1994): Dynamics of the cobweb model with adaptative expectations and nonlinear supply and demand; Journal of Economic Behavior and Organizations, vol. 24, pp. 315-335.

Medio, A. (1992): Chaotic dynamics. Theory and applications to Economics; Cambridge University Press.

Shaffer, S. (1996): Structural shifts and the volatility of chaotic markets en R.R. Trippi (ed.): Chaos & nonlinear dynamics in the financial markets; Irwin Professional Publishing, pp. 87-102.

Takens, F. (1986): Detecting strange attractors in turbulence en D.A. Rand y L.-S. Young (eds.): Lecture Notes in Mathematics: Dynamical Systems and Turbulence; Springer-Verlag, pp. 366-381.

Yang, S.-R. y B.W. Brorsen (1996): Nonlinear dynamics of daily futures prices: conditional heteroskedasticity or chaos en R.R. Trippi (ed.): Chaos & nonlinear dynamics in the financial markets; Irwin Professional Publishing, pp. 225-244.

Tong, H. (1990). Non-linear time series. A dynamical system approach. Oxford: Clarendon Press Oxford.