Nonlinear dynamics and recurrence plots for detecting financial crisis
Year of publication: |
2013
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Authors: | Addo, Peter Martey ; Billio, Monica ; Guégan, Dominique |
Published in: |
The North American journal of economics and finance : a journal of financial economics studies. - Amsterdam [u.a.] : Elsevier, ISSN 1062-9408, ZDB-ID 1289278-6. - Vol. 26.2013, p. 416-435
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Subject: | Nonlinearity analysis | Surrogates | Delay vector variance (DVV) method | Wavelets | Financial bubbles | Embedding parameters | Recurrence plots | Spekulationsblase | Bubbles | Finanzkrise | Financial crisis | Finanzmarkt | Financial market | Nichtlineare Regression | Nonlinear regression | Zeitreihenanalyse | Time series analysis | Nichtlineare Dynamik | Nonlinear dynamics | Zustandsraummodell | State space model | Schätztheorie | Estimation theory |
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