{"@context":"http://iiif.io/api/presentation/2/context.json","@type":"sc:Manifest","@id":"https://iiif.quartexcollections.com/portland/iiif/f50425de-72e7-4776-b5fc-ccf0f2776e43/manifest","label":"Nonlinear Dependence in Gold and Silver Futures- Is it Chaos-","metadata":[{"label":"Title","value":"Nonlinear Dependence in Gold and Silver Futures: Is it Chaos?"},{"label":"Collection","value":["Business Faculty Publications"]},{"label":"Relation","value":"bus"},{"label":"Author","value":"Arjun Chatrath, Bahram Adrangi, Todd Shank"},{"label":"Journal Title","value":"The American Economist"},{"label":"Abstract","value":"We test for the presence of low-dimensional chaotic structure in the gold and silver futures markets. While we find strong evidence of nonlinear dependencies, the evidence is not consistent with chaos. Our test results indicate that ARCH-type processes, with controls for contract-maturity effects, generally explain the nonlinearities in the data. We also make a case that employing seasonally adjusted price series is important to obtaining robust results via some of the existing tests for chaotic structure."},{"label":"Volume","value":"45"},{"label":"Issue","value":"2"},{"label":"Publication Date","value":"D:00 M:10 Y:2001"}],"description":"Nonlinear Dependence in Gold and Silver Futures: Is it Chaos?","sequences":[{"@type":"sc:Sequence","canvases":[{"@id":"https://iiif.quartexcollections.com/portland/iiif/f50425de-72e7-4776-b5fc-ccf0f2776e43/canvas/_1","@type":"sc:Canvas","label":"Nonlinear Dependence in Gold and Silver Futures- Is it Chaos--2","height":1523,"width":1080,"images":[{"@type":"oa:Annotation","motivation":"sc:painting","resource":{"@id":"https://iiif.quartexcollections.com/portland/iiif/07c020cc-0ebf-4829-9c80-914765e9986a/full/full/0/default.jpg","@type":"dctypes:Image","format":"image/jpeg","service":{"@context":"http://iiif.io/api/image/2/context.json","@id":"https://iiif.quartexcollections.com/portland/iiif/07c020cc-0ebf-4829-9c80-914765e9986a","profile":"http://iiif.io/api/image/2/level2.json","tiles":[{"width":512,"scaleFactors":[1,2,4]}]},"height":1523,"width":1080},"on":"https://iiif.quartexcollections.com/portland/iiif/f50425de-72e7-4776-b5fc-ccf0f2776e43/canvas/_1","metadata":[]}],"thumbnail":{"@id":"https://iiif.quartexcollections.com/portland/iiif/07c020cc-0ebf-4829-9c80-914765e9986a/full/500,500/0/default.jpg","@type":"dctypes:Image","height":500,"width":500}},{"@id":"https://iiif.quartexcollections.com/portland/iiif/f50425de-72e7-4776-b5fc-ccf0f2776e43/canvas/_2","@type":"sc:Canvas","label":"Nonlinear Dependence in Gold and Silver Futures- Is it Chaos--3","height":1523,"width":1080,"images":[{"@type":"oa:Annotation","motivation":"sc:painting","resource":{"@id":"https://iiif.quartexcollections.com/portland/iiif/ea71b534-8de6-4544-b154-3a925b3309ee/full/full/0/default.jpg","@type":"dctypes:Image","format":"image/jpeg","service":{"@context":"http://iiif.io/api/image/2/context.json","@id":"https://iiif.quartexcollections.com/portland/iiif/ea71b534-8de6-4544-b154-3a925b3309ee","profile":"http://iiif.io/api/image/2/level2.json"},"height":1523,"width":1080},"on":"https://iiif.quartexcollections.com/portland/iiif/f50425de-72e7-4776-b5fc-ccf0f2776e43/canvas/_2","metadata":[]}],"thumbnail":{"@id":"https://iiif.quartexcollections.com/portland/iiif/ea71b534-8de6-4544-b154-3a925b3309ee/full/500,500/0/default.jpg","@type":"dctypes:Image","height":500,"width":500}},{"@id":"https://iiif.quartexcollections.com/portland/iiif/f50425de-72e7-4776-b5fc-ccf0f2776e43/canvas/_3","@type":"sc:Canvas","label":"Nonlinear Dependence in Gold and Silver Futures- Is it Chaos--4","height":1526,"width":1083,"images":[{"@type":"oa:Annotation","motivation":"sc:painting","resource":{"@id":"https://iiif.quartexcollections.com/portland/iiif/7291b88c-c562-4df0-b050-4d2d9025bb62/full/full/0/default.jpg","@type":"dctypes:Image","format":"image/jpeg","service":{"@context":"http://iiif.io/api/image/2/context.json","@id":"https://iiif.quartexcollections.com/portland/iiif/7291b88c-c562-4df0-b050-4d2d9025bb62","profile":"http://iiif.io/api/image/2/level2.json"},"height":1526,"width":1083},"on":"https://iiif.quartexcollections.com/portland/iiif/f50425de-72e7-4776-b5fc-ccf0f2776e43/canvas/_3","metadata":[]}],"thumbnail":{"@id":"https://iiif.quartexcollections.com/portland/iiif/7291b88c-c562-4df0-b050-4d2d9025bb62/full/500,500/0/default.jpg","@type":"dctypes:Image","height":500,"width":500}},{"@id":"https://iiif.quartexcollections.com/portland/iiif/f50425de-72e7-4776-b5fc-ccf0f2776e43/canvas/_4","@type":"sc:Canvas","label":"Nonlinear Dependence in Gold and Silver Futures- Is it Chaos--5","height":1523,"width":1080,"images":[{"@type":"oa:Annotation","motivation":"sc:painting","resource":{"@id":"https://iiif.quartexcollections.com/portland/iiif/31e98565-6fcf-470d-a22b-4b5ba5caef93/full/full/0/default.jpg","@type":"dctypes:Image","format":"image/jpeg","service":{"@context":"http://iiif.io/api/image/2/context.json","@id":"https://iiif.quartexcollections.com/portland/iiif/31e98565-6fcf-470d-a22b-4b5ba5caef93","profile":"http://iiif.io/api/image/2/level2.json"},"height":1523,"width":1080},"on":"https://iiif.quartexcollections.com/portland/iiif/f50425de-72e7-4776-b5fc-ccf0f2776e43/canvas/_4","metadata":[]}],"thumbnail":{"@id":"https://iiif.quartexcollections.com/portland/iiif/31e98565-6fcf-470d-a22b-4b5ba5caef93/full/500,500/0/default.jpg","@type":"dctypes:Image","height":500,"width":500}},{"@id":"https://iiif.quartexcollections.com/portland/iiif/f50425de-72e7-4776-b5fc-ccf0f2776e43/canvas/_5","@type":"sc:Canvas","label":"Nonlinear Dependence in Gold and Silver Futures- Is it Chaos--6","height":1526,"width":1083,"images":[{"@type":"oa:Annotation","motivation":"sc:painting","resource":{"@id":"https://iiif.quartexcollections.com/portland/iiif/294f3792-9e21-4d04-8321-8677859163e8/full/full/0/default.jpg","@type":"dctypes:Image","format":"image/jpeg","service":{"@context":"http://iiif.io/api/image/2/context.json","@id":"https://iiif.quartexcollections.com/portland/iiif/294f3792-9e21-4d04-8321-8677859163e8","profile":"http://iiif.io/api/image/2/level2.json"},"height":1526,"width":1083},"on":"https://iiif.quartexcollections.com/portland/iiif/f50425de-72e7-4776-b5fc-ccf0f2776e43/canvas/_5","metadata":[]}],"thumbnail":{"@id":"https://iiif.quartexcollections.com/portland/iiif/294f3792-9e21-4d04-8321-8677859163e8/full/500,500/0/default.jpg","@type":"dctypes:Image","height":500,"width":500}},{"@id":"https://iiif.quartexcollections.com/portland/iiif/f50425de-72e7-4776-b5fc-ccf0f2776e43/canvas/_6","@type":"sc:Canvas","label":"Nonlinear Dependence in Gold and Silver Futures- Is it Chaos--7","height":1526,"width":1083,"images":[{"@type":"oa:Annotation","motivation":"sc:painting","resource":{"@id":"https://iiif.quartexcollections.com/portland/iiif/0fba255c-63bf-4f14-b5cd-16f5de4dc8ed/full/full/0/default.jpg","@type":"dctypes:Image","format":"image/jpeg","service":{"@context":"http://iiif.io/api/image/2/context.json","@id":"https://iiif.quartexcollections.com/portland/iiif/0fba255c-63bf-4f14-b5cd-16f5de4dc8ed","profile":"http://iiif.io/api/image/2/level2.json"},"height":1526,"width":1083},"on":"https://iiif.quartexcollections.com/portland/iiif/f50425de-72e7-4776-b5fc-ccf0f2776e43/canvas/_6","metadata":[]}],"thumbnail":{"@id":"https://iiif.quartexcollections.com/portland/iiif/0fba255c-63bf-4f14-b5cd-16f5de4dc8ed/full/500,500/0/default.jpg","@type":"dctypes:Image","height":500,"width":500}},{"@id":"https://iiif.quartexcollections.com/portland/iiif/f50425de-72e7-4776-b5fc-ccf0f2776e43/canvas/_7","@type":"sc:Canvas","label":"Nonlinear Dependence in Gold and Silver Futures- Is it Chaos--8","height":1523,"width":1080,"images":[{"@type":"oa:Annotation","motivation":"sc:painting","resource":{"@id":"https://iiif.quartexcollections.com/portland/iiif/4f04bfee-89e4-4d26-899e-08873ce9732c/full/full/0/default.jpg","@type":"dctypes:Image","format":"image/jpeg","service":{"@context":"http://iiif.io/api/image/2/context.json","@id":"https://iiif.quartexcollections.com/portland/iiif/4f04bfee-89e4-4d26-899e-08873ce9732c","profile":"http://iiif.io/api/image/2/level2.json","tiles":[{"width":512,"scaleFactors":[1,2,4]}]},"height":1523,"width":1080},"on":"https://iiif.quartexcollections.com/portland/iiif/f50425de-72e7-4776-b5fc-ccf0f2776e43/canvas/_7","metadata":[]}],"thumbnail":{"@id":"https://iiif.quartexcollections.com/portland/iiif/4f04bfee-89e4-4d26-899e-08873ce9732c/full/500,500/0/default.jpg","@type":"dctypes:Image","height":500,"width":500}},{"@id":"https://iiif.quartexcollections.com/portland/iiif/f50425de-72e7-4776-b5fc-ccf0f2776e43/canvas/_8","@type":"sc:Canvas","label":"Nonlinear Dependence in Gold and Silver Futures- Is it Chaos--9","height":1522,"width":1077,"images":[{"@type":"oa:Annotation","motivation":"sc:painting","resource":{"@id":"https://iiif.quartexcollections.com/portland/iiif/acd83a7a-f531-4700-a337-b4ccefafce0e/full/full/0/default.jpg","@type":"dctypes:Image","format":"image/jpeg","service":{"@context":"http://iiif.io/api/image/2/context.json","@id":"https://iiif.quartexcollections.com/portland/iiif/acd83a7a-f531-4700-a337-b4ccefafce0e","profile":"http://iiif.io/api/image/2/level2.json"},"height":1522,"width":1077},"on":"https://iiif.quartexcollections.com/portland/iiif/f50425de-72e7-4776-b5fc-ccf0f2776e43/canvas/_8","metadata":[]}],"thumbnail":{"@id":"https://iiif.quartexcollections.com/portland/iiif/acd83a7a-f531-4700-a337-b4ccefafce0e/full/500,500/0/default.jpg","@type":"dctypes:Image","height":500,"width":500}}]}],"thumbnail":"https://iiif.quartexcollections.com/portland/iiif/07c020cc-0ebf-4829-9c80-914765e9986a/full/300,300/0/default.jpg","logo":"https://iiif.quartexcollections.com/portland/iiif/logo"}