1. Decoding financial markets: Empirical DGPs as the key to model selection and forecasting excellence – A proof of concept. (2025). Stanisic, Nikola ; Sharma, Abhishek ; Koji, Milena ; Vogl, Markus.
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2. Skill, status and the Matthew effect: a theoretical framework. (2024). Bask, Mikael.
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3. Controversy in financial chaos research and nonlinear dynamics: A short literature review. (2022). Vogl, Markus.
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4. Ring of map-based neural oscillators: From order to chaos and back. (2020). Ryashko, Lev B ; Bashkirtseva, Irina A ; Pisarchik, Alexander N.
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5. Short waves in Hungary, 1923 and 1946: Persistence, chaos, and (lack of) control. (2019). Hartwell, Christopher.
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6. Exchange rates expectations and chaotic dynamics: A replication study. (2018). Belaire-Franch, Jorge.
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7. Exchange rates expectations and chaotic dynamics: A replication study. (2018). Belaire-Franch, Jorge.
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8. “Butterfly Effect vs Chaos in Energy Futures Markets. (2016). Vellucci, Pierluigi ; Mastroeni, Loretta.
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9. Butterfly Effect vs Chaos in Energy Futures Markets. (2016). Vellucci, Pierluigi ; Mastroeni, Loretta.
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10. Some Statistical Properties of the Mini Flash Crashes. (2015). Demos, Guilherme ; Da Silva, Sergio ; Matsushita, Raul.
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11. Nonparametric correlation integral–based tests for linear and nonlinear stochastic processes. (2014). Ruiz Marin, Manuel ; Matilla-García, Mariano ; Dore, Mohammed ; Matilla-Garcia, Mariano ; Ojeda, Rina .
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12. Random walk or chaos: A formal test on the Lyapunov exponent. (2012). Whang, Yoon-Jae ; Park, Joon Y..
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13. Inequality Generating Processes and Measurement of the Matthew Effect. (2010). Bask, Miia.
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14. A New Test for Chaos and Determinism based on Symbolic Dynamics. (2010). Ruiz Marin, Manuel ; Matilla-García, Mariano ; Matilla-Garcia, Mariano.
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15. A new test for chaos and determinism based on symbolic dynamics. (2010). Matilla-García, Mariano ; Matilla-Garcia, Mariano ; Marin, Manuel Ruiz.
    In: Journal of Economic Behavior & Organization.
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16. Measuring potential market risk. (2010). Bask, Mikael.
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17. Market structure and the stability and volatility of electricity prices. (2009). Widerberg, Anna ; Bask, Mikael.
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18. Market Structure and the Stability and Volatility of Electricity Prices. (2008). Widerberg, Anna ; Bask, Mikael.
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19. A non-parametric independence test using permutation entropy. (2008). Ruiz Marin, Manuel ; Matilla-García, Mariano ; Matilla-Garcia, Mariano.
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20. Expectations and chaotic dynamics: Empirical evidence on exchange rates. (2008). Zeidan, Rodrigo ; Resende, Marcelo.
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21. Measuring potential market risk. (2007). Bask, Mikael.
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22. A non-parametric test for independence based on symbolic dynamics. (2007). Matilla-García, Mariano ; Matilla-Garcia, Mariano.
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23. Measuring potential market risk. (2007). Bask, Mikael.
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2. The Exact Theoretical Rational Expectations Monetary Aggregate. (2012). Barnett, William ; Yue, Piyu ; HINICH, MELVIN J..
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3. MARTINGALES, NONLINEARITY, AND CHAOS. (2012). Serletis, Apostolos ; Barnett, William.
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4. Fellows Opinion: Econometrics, Data, and the World Wide Web. (2012). Barnett, William.
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5. Are the emerging bric stock markets efficient?. (2012). Tiwari, Aviral ; K.G., Suresh ; Suresh K. G., ; Joseph, Anto.
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6. Chaotic Time Series Analysis in Economics: Balance and Perspectives. (2011). Faggini, Marisa.
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7. The Euro/Dollar Exchange Rate: Chaotic or Non-Chaotic?. (2011). Gandolfo, Giancarlo ; federici, daniela.
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8. The Euro/Dollar Exchange Rate: Chaotic or Non-Chaotic?. (2011). Gandolfo, Giancarlo ; federici, daniela.
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9. Market efficiency and the Euro: the case of the Athens stock exchange. (2010). Panagiotidis, Theodore.
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10. A new test for chaos and determinism based on symbolic dynamics. (2010). Matilla-García, Mariano ; Matilla-Garcia, Mariano ; Marin, Manuel Ruiz.
    In: Journal of Economic Behavior & Organization.
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11. Energy sector pricing: On the role of neglected nonlinearity. (2009). Serletis, Apostolos ; Malliaris, Anastasios ; KYRTSOU, Catherine.
    In: Energy Economics.
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12. NON-LINEARITY IN THE CANADIAN AND US LABOUR MARKETS: UNIVARIATE AND MULTIVARIATE EVIDENCE FROM A BATTERY OF TESTS. (2007). Pelloni, Gianluigi ; Panagiotidis, Theodore.
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13. Econometric Analysis of Structural Systems with Permanent and Transitory Shocks. Working paper #7. (2007). Pesaran, Mohammad ; pagan, adrian ; Hurn, Stan ; Becker, Ralf.
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14. Caracterización no lineal y predicción no paramétrica en el IBEX35/Nonlinear Characterization and Predictions of IBEX 35. (2007). Valderas Jaramillo, Juan Manuel ; Velasco, F. ; Olmedo, E..
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15. A non-parametric test for independence based on symbolic dynamics. (2007). Matilla-García, Mariano ; Matilla-Garcia, Mariano.
    In: Journal of Economic Dynamics and Control.
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16. Testing for nonlinearity in mean in the presence of heteroskedasticity. (2006). Hurn, Stan ; Becker, Ralf.
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17. Comment on Chaotic Monetary Dynamics with Confidence. (2006). Barnett, William.
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18. Linear cointegration of nonlinear time series with an application to interest rate dynamics. (2006). Nesmith, Travis ; Jones, Barry.
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19. Univariate tests for nonlinear structure. (2006). Serletis, Apostolos ; KYRTSOU, Catherine.
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20. Comment on Chaotic Monetary Dynamics with Confidence. (2005). Barnett, William.
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21. Market Efficiency and the Euro: The case of the Athens Stock Exchange. (2005). Panagiotidis, Theodore.
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22. Using the correlation dimension to detect non-linear dynamics: Evidence from the Athens Stock Exchange. (2005). Panagiotidis, Theodore ; Chappell, David.
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23. The BDS test and delay time. (2005). Matilla-García, Mariano ; Sanz, Paloma ; Matilla-Garcia, Mariano ; VAZQUEZ, FRANCISCO J..
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24. Aplicabilidad del test BDS al análisis de series económicas/Aplicadility of las test to economic time series analysis. (2005). Matilla-García, Mariano ; RUIZ, RODRGUEZ J. ; MATILLA-GARCA, M..
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25. Non-Linearity in the Canadian and US Labour Market: Univariate and Multivariate Evidence from a battery of tests.. (2005). Pelloni, Gianluigi ; Panagiotidis, Theodore.
    In: Discussion Paper Series.
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26. Testing chaotic dynamics via Lyapunov exponents. (2005). Sosvilla-Rivero, Simon ; Andrada-Felix, Julian ; Fernandez-Rodriguez, Fernando.
    In: Journal of Applied Econometrics.
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27. Detecting nonlinearity in time series by model selection criteria. (2005). Peña, Daniel ; Rodriguez, Julio ; Pena, Daniel.
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28. Advancing the iid Test Based on Integration across the Correlation Integral: Ranges, Competition, and Power. (2004). Kočenda, Evžen ; Briatka, Lubos .
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29. The Nonlinear Skeletons in the Closet. (2004). Nesmith, Travis ; Jones, Barry ; Barnett, William ; Kirova, Milka ; Pasupathy, Meenakshi.
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30. Using the Correlation Dimension to Detect non-linear dynamics. (2004). Panagiotidis, Theodore ; Chappell, David.
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31. Testing for non-linearity in an artificial financial market: a recurrence quantification approach. (2004). Belaire-Franch, Jorge.
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32. Nonparametric neural network estimation of Lyapunov exponents and a direct test for chaos. (2004). Shintani, Mototsugu ; LINTON, OLIVER.
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33. Testing for Nonlinearity in Mean in the Presence of Heteroskedasticity. (2004). Hurn, Stan.
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34. Testing for Non-Linearity in ASEAN Financial Markets. (2003). Liew, Venus ; Lim, Kian-Ping.
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35. Are Non-Linear Dynamics a Universal Occurrence? Further Evidence From Asian Stock Markets. (2003). Liew, Venus ; Lim, Kian-Ping ; Habibullah, Muzafar Shah ; Azali, M..
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36. GARCH Diagnosis with Portmanteau Bicorrelation Test: An Application on the Malaysias Stock Market. (2003). Liew, Venus ; Lim, Kian-Ping.
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37. Stochastic equilibrium: learning by exponential smoothing. (2003). Sogner, Leopold ; Potzelberger, Klaus.
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38. On the emergent properties of artificial stock markets: the efficient market hypothesis and the rational expectations hypothesis. (2002). Chen, Shu-Heng ; Yeh, Chia-Hsuan .
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39. Testing for Non-Linear Dependence in Univariate Time Series: An Empirical Investigation of the Austrian Unemployment Rate. (2001). Fischer, Manfred ; Koller, Wolfgang.
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40. Testing for Time Dependence in Parameters. (2001). Hurn, Stan ; Enders, Walter ; Becker, Ralf.
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41. Testing for non-linear structure in an artificial financial market. (2001). Marchesi, Michele ; Lux, Thomas ; Chen, Shu-Heng.
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    RePEc:eee:jeborg:v:46:y:2001:i:3:p:327-342.

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42. The Exact Theoretical Rational Expectations Monetary Aggregate. (2000). Barnett, William ; Yue, Piyu.
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43. Martingales, nonlinearity, and chaos. (2000). Serletis, Apostolos ; Barnett, William.
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44. Stabilization Policy as Bifurcation Selection: Would Keynesian Policy Work if the World Really were Keynesian?. (1999). Barnett, William ; He, Yijun .
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45. Center Manifold, Stability, and Bifurcations in Continuous Time Macroeconometric Systems. (1999). Barnett, William ; He, Yijun .
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46. Martingales, Nonlinearity, and Chaos. (1998). Serletis, Apostolos ; Barnett, William.
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47. The Current State of Research on Dynamic Economics, A Review Article of Giancarlo Gandolfos, Economic Dynamics, third edition. (1997). Barnett, William.
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48. Nonlinear and Complex Dynamics in Economics. (1997). Serletis, Apostolos ; Medio, Alfredo ; Barnett, William.
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49. Fellows Opinion: Econometrics, Data, and the World Wide Web. (1996). Barnett, William.
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50. Robustness of nonlinearity and chaos tests to measurement error, inference method, and sample size. (1995). Jensen, Mark ; Gallant, A. ; Barnett, William ; Jungeilges, Jochen A. ; Kaplan, Daniel T..
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