Lyapunov exponent free software running on Windows
http://sprott.physics.wisc.edu/chaos/maus/lagspace.htm
Calculate the Lyapunov exponent of the price-time series with Lag Space. Do not forget to detrend the data before calculating the Lyapunov exponent. You need to write the full dame wth the .dat extension. The program does not end you need to shut down manually.
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| От 23 септември 2011 |
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| От 23 септември 2011 |