Empirical Evidence for Nonlinearities and Chaos in Economic Time Series: A Summary of Recent Results.
Year of publication: |
1991
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Authors: | LeBaron, B. |
Institutions: | Wisconsin Madison - Social Systems |
Subject: | time series | economic models | econometrics |
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Chao, J.C., (1997)
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Smooth Transition GARCH Models: a Bayesian perspective.
Lubrano, M., (1999)
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Diagnostic testing for Nonlinearity Chaos, and General Dependence in Time Series Data.
Brock, W.A., (1991)
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Technical Trading Rules and Regime Shifts in Foreign Exchange.
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SIMPLE TECHNICAL TRADING RULES AND THE STOCHASTIC PROPERTIES OF STOCK RETURNS.
BROCK, W., (1991)
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SOME RELATIONS BETWEEN VOLATILITY AND SERIAL CORRELATIONS IN STOCK MARKET RETURNS.
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