Abstract
In our study, we tested for chaos in the historical daily and monthly datasets spanning over one century of stock returns for G7 countries. Applying the 0–1 test proposed by Gottwald and Melbourne (2005) and the recent test developed by BenSaïda and Litimi (2013), which is powerful in detecting chaotic dynamics, we found that (a) it is better to denoise the data before testing for chaos and (b), in general, chaos is observed for all countries, using both tests, when we denoised the data.
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