Nonlinear dynamics of daily futures prices : conditional heteroskedasticity or chaos?
Seung-Ryong Yang ; B. Wade Brorsen
| Year of publication: |
1993
|
|---|---|
| Authors: | Yang, Seung-ryong |
| Other Persons: | Brorsen, Wade (contributor) |
| Published in: |
The journal of futures markets. - Hoboken, NJ : Wiley-Blackwell, ISSN 0270-7314, ZDB-ID 395139-X. - Vol. 13.1993, 2, p. 175-191
|
| Subject: | Warenbörse | Commodity exchange | Zeitreihenanalyse | Time series analysis | Chaostheorie | Chaos theory | USA | United States | 1979-1988 |
| 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/10001141886