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Intra-day measurements of three time series (DJIA, gold fixings and USD-JPY exchange rates) are examined for evidence of deterministic nonlinear dynamics. Standard linear surrogate techniques and estimation of dynamic invariants demonstrate that linear noise models are insufficient to explain dynamic variability in intra-day returns. Therefore, the data may not be modeled as a monotonic nonlinear transformation of linearly filtered noise. Furthermore, a new nonlinear surrogate technique isdoi:10.1109/cifer.2003.1196280 dblp:conf/cifer/SmallT03 fatcat:g36thno3gnhlbmj3f4hhjjtaym