Chaos and conditional heteroskedasticity - an experimental study
Simon W. Kam
Year of publication: |
1996
|
---|---|
Authors: | Kam, Simon W. |
Publisher: |
[St. Lucia] : Univ. of Queensland, Dep. of Economics |
Subject: | Zeitreihenanalyse | Time series analysis | ARCH-Modell | ARCH model | Chaostheorie | Chaos theory | Simulation | Theorie | Theory |
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