Nonlinear dynamics in economics and finance and unit root testing
Efthymios G. Pavlidis, Ivan Paya, David A. Peel and Costas Siriopoulos
| Year of publication: |
2013
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|---|---|
| Authors: | Pavlidis, Efthymios G. ; Payá, Ivan ; Peel, David ; Siriopoulos, Costas |
| Published in: |
The European journal of finance. - Abingdon, Oxon : Routledge, Taylor & Francis Group, ISSN 1351-847X, ZDB-ID 1282412-4. - Vol. 19.2013, 5/6, p. 572-588
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| Subject: | asset prices | fundamentals | hyper-inflation | nonlinear dynamics | multiple equilibria | persistence | Nichtlineare Dynamik | Nonlinear dynamics | Einheitswurzeltest | Unit root test | Zeitreihenanalyse | Time series analysis | Chaostheorie | Chaos theory | CAPM | Kapitalmarkttheorie | Financial economics |
| 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://www.econbiz.de/10010243592