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The chaos theory assumes that the returns dynamics are not normally distributed and more complex approaches have to be used to study these time series. In fact, the Fractal Market Hypothesis assumes that the returns dynamics are not independent of the investors' attitudes and represent the result of the interaction of traders who, frequently, adopt different investment styles. The studies proposed in literature try to identify the best approach to define the fractal dimension using, indoi:10.4324/9780203927892.axc fatcat:kjxmpegwsfeldkt26szv7gi2da