Complexity analysis of financial time series

[lists@xxxxxxxxxxx (rudolf stricker)]

List,

its my intention to apply some techniques from complexity analysis to
my price data to get some answers for questions like

=> Are there distinct attractors hidden in the data ?
=> What kind of dimensionality do they have?
=> How many parameters are needed at least to represent the data?
=> etc.

Before I start this activity, my question is:

=> Is there any literature around, where I can find such or similar
work done on financial time series?
=> If so: Where can I find appropriate papers, books, etc?

Any hint is welcome.

mfg rudolf stricker
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