In a recent paper, Webel (2012) provides evidence of chaotic structures in the stock returns of all DAX members, by using the so-called 0–1 test developed by Gottwald and Melbourne (2004). The main aim of this paper is to show, through a Monte Carlo experiment, that the 0–1 test is severely oversized against leptokurtic random processes, hence Webel (2012) conclusions may not be reliable. Moreover, noise filtering may affect the power of the test against noisy discrete chaotic systems. Therefore, the application of this procedure on high frequency financial data, and in general on noise-filtered data, should be performed with caution.

Webel（2012）在最近的一篇论文中，通过使用由Gottwald和Melbourne（2004）开发的所谓的0-1检验，提供了所有DAX成员的股票收益中的混沌结构的证据。本文的主要目的是通过蒙特卡洛实验证明，针对瘦腿随机过程，0-1检验的大小严重过大，因此Webel（2012）的结论可能并不可靠。而且，噪声过滤可能会影响针对嘈杂的离散混沌系统的测试能力。因此，应谨慎执行此过程在高频金融数据上的应用，并且通常在经过噪声过滤的数据上的应用。