IS IT POSSIBLE TO STUDY JOINTLY CHAOTIC AND ARCH BEHAVIOUR? APPLICATION OF A NOISY MACKEY-GLASS EQUATION WITH HETEROSKEDASTIC ERRORS TO THE PARIS STOCK EXCHANGE
| Year of publication: |
2000-07-05
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| Authors: | Kyrtsou, Catherine ; Terraza, Michel |
| Institutions: | Society for Computational Economics - SCE |
| Extent: | application/pdf |
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| Series: | |
| Type of publication: | Book / Working Paper |
| Notes: | The text is part of a series Computing in Economics and Finance 2000 Number Z226 |
| Source: |
Persistent link: https://www.econbiz.de/10005706409