chaos theory
weakly chaotic
correlation dimension estimate
Efficient Market Hypothesis

random walk theory
one day return
fractal dimension
auto regressive integrated moving average (ARIMA)
white noise
7. martingale 16. detrend 24. smooth nonlinear
8. expected value 17. stationary transformation
strange attractor
augmented Dicky-Fuller

(ADF) unit root test

correlation integral
embedding dimension
auto regressive conditional

heteroskedasticity (ARCH)

brock residual test
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Brock, W.A, Dechert, W., and Scheinkman, J., “A

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