Measuring the Strangeness of Gold and Silver Rates of Return

Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation

1982 • 19,770 citations

Nonlinear Oscillations, Dynamical Systems, and Bifurcations of Vector Fields

1983 • 15,918 citations

EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK*

1970 • 15,798 citations

Detecting strange attractors in turbulence

1981 • 9,723 citations

Measuring the strangeness of strange attractors

1983 • 5,440 citations

Asset Prices in an Exchange Economy

1978 • 5,134 citations

Ergodic theory of chaos and strange attractors

1985 • 4,768 citations

Ergodic Theory

1982 • 3,048 citations

An Introduction to Chaotic Dynamical Systems

1987 • 2,474 citations

Extracting qualitative dynamics from experimental data

1986 • 2,222 citations

Modelling the persistence of conditional variances

1986 • 2,029 citations

Some Asymptotic Theory for the Bootstrap

1981 • 1,651 citations

Stochastic Consumption, Risk Aversion, and the Temporal Behavior of Asset Returns

1983 • 1,611 citations

Estimation of the Kolmogorov entropy from a chaotic signal

1983 • 1,376 citations

Nonlinear Dynamics and Stock Returns

1989 • 784 citations

Probabilistic Properties of Deterministic Systems

1985 • 488 citations

Is the business cycle characterized by deterministic chaos?

1988 • 421 citations

Distinguishing random and deterministic systems: Abridged version

1986 • 397 citations

Asset Prices in a Production Economy

1982 • 281 citations

The Economics of Organization

1983 • 220 citations

Computing the Kolmogorov entropy from time signals of dissipative and conservative dynamical systems

1985 • 157 citations

The statistical properties of dimension calculations using small data sets

1990 • 133 citations

CHAOTIC DYNAMICS IN ECONOMIC TIME‐SERIES

1988 • 121 citations

Martingale-Like Behavior of Prices and Interest Rates

1984 • 40 citations

Deleted Work

1955 • 0 citations