Test of Financial Time Series

The test of chaos is the first problem when one research economics.using theory of chaos and nonlinear dynamics.There are many methods from various fields,the detection of chaos in financial time series made use of these method,however,it is difficult to detect chaos in financial time series for its short and noise.Nowaday,Gencay-Dechert algorithm and the suuogate data test are applied widely and being developed.