Is it Possible to Study Chaotic and ARCH Behaviour Jointly? Application of a Noisy Mackey-Glass Equation with Heteroskedastic Errors to the Paris Stock Exchange Returns Series
| Year of publication: |
2003
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|---|---|
| Authors: | Kyrtsou, Catherine ; Terraza, Michel |
| Published in: |
Computational economics. - Dordrecht [u.a.] : Springer, ISSN 0927-7099, ZDB-ID 11420212. - Vol. 21.2003, 3, p. 257-276
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