TY - JOUR AU - Sandubete, Julio E AU - Escot, Lorenzo PY - 2020 UR - http://hdl.handle.net/20.500.12020/1238 AB - It has been more than four decades since ideas from chaos began appearing in the literature showing that it is possible to design economic models in regime of chaotic behaviour from a theoretical point of view. However there is no clear evidence that... LA - en PB - PERGAMON-ELSEVIER SCIENCE LTD TI - Chaotic signals inside some tick-by-tick financial time series DO - https://doi.org/10.1016/j.chaos.2020.109852 T2 - Chaos, Solitons and Fractals M2 - 1 KW - Chaos paradox KW - Tick-by-tick time series KW - Lagged returns KW - Non-uniform embedding KW - Expected lyapunov exponent VL - 137 ER -