Can the Lasota (1977)'s model compete with the Mackey-Glass (1977)'s model in nonlinear modelling of financial time series?
Rachida Hennani
| Year of publication: |
2015
|
|---|---|
| Authors: | Hennani, Rachida |
| Publisher: |
Montpellier : United de Formation et de Recherche d'Economie |
| Subject: | nonlinearity | Lasota’s model | Mackey-Glass’s model | GARCH | chaos | Value-at-Risk | ARCH-Modell | ARCH model | Zeitreihenanalyse | Time series analysis | Risikomaß | Risk measure | Chaostheorie | Chaos theory | Nichtlineare Regression | Nonlinear regression | Schätztheorie | Estimation theory | Nichtlineare Dynamik | Nonlinear dynamics | Wechselkurs | Exchange rate |
| Extent: | Online-Ressource (34 S.) graph. Darst. |
|---|---|
| Series: | Document de recherche / Laboratoire Montpelliérain d'Économie Théorique et Appliquée. - Montpellier, ZDB-ID 2816653-X. - Vol. 2015-09 |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Arbeitspapier ; Working Paper ; Graue Literatur ; Non-commercial literature |
| Language: | English |
| Notes: | Systemvoraussetzungen: Acrobat Reader |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011300800