Nonlinear dynamics and recurrence plots for detecting financial crisis
Peter Martey Addo; Monica Billio; Dominique Guégan
| Year of publication: |
2013
|
|---|---|
| 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 |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://ebvufind01.dmz1.zbw.eu/10010367574