In particular, we know that the process exhibits persistence for 𝐻>0.5H>0.5, meaning that volatility trends are more likely to continue. In contrast, the process exhibits mean-reverting behaviour for 𝐻<0.5H<0.5, indicating that smaller ones follow large fluctuations. Accordingly, by ...
In general, the following two conditions must be satisfied to generate hyperchaos from a system: (1) The autonomous system should have a phase space of at least four dimensions, meaning that the number of the coupled first-order autonomous ordinary differential equations should be a minimum of ...