Random walk or chaos: A formal test on the Lyapunov exponent
| Year of publication: |
2012
|
|---|---|
| Authors: | Park, Joon Y. ; Whang, Yoon-Jae |
| Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 1848616. - Vol. 169.2012, 1, p. 61-75
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