Non-linear noise reduction and detecting chaos: some evidence from the S&P Composite Price Index

R G Harrison, D Yu, L Oxley, Weiping Lu, D George

Research output: Contribution to journalArticle

Original languageEnglish
Pages (from-to)497-502
Number of pages6
JournalMathematics and Computers in Simulation
Volume48
Publication statusPublished - 1999

Cite this

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title = "Non-linear noise reduction and detecting chaos: some evidence from the S&P Composite Price Index",
author = "Harrison, {R G} and D Yu and L Oxley and Weiping Lu and D George",
year = "1999",
language = "English",
volume = "48",
pages = "497--502",
journal = "Mathematics and Computers in Simulation",
issn = "0378-4754",
publisher = "Elsevier",

}

Non-linear noise reduction and detecting chaos: some evidence from the S&P Composite Price Index. / Harrison, R G; Yu, D; Oxley, L; Lu, Weiping; George, D.

In: Mathematics and Computers in Simulation, Vol. 48, 1999, p. 497-502.

Research output: Contribution to journalArticle

TY - JOUR

T1 - Non-linear noise reduction and detecting chaos: some evidence from the S&P Composite Price Index

AU - Harrison, R G

AU - Yu, D

AU - Oxley, L

AU - Lu, Weiping

AU - George, D

PY - 1999

Y1 - 1999

M3 - Article

VL - 48

SP - 497

EP - 502

JO - Mathematics and Computers in Simulation

JF - Mathematics and Computers in Simulation

SN - 0378-4754

ER -