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Nonlinear dynamics in economics and finance and unit root testing
Pavlidis, Efthymios G., (2013)
Business cycles, financial conditions and nonlinearities
Mendieta-Muñoz, Ivan, (2020)
Application of the moving Lyapunov exponent to the S&P 500 index to predict major declines
Tsakonas, Stefanos, (2022)
Regression over timescale decompositions : a sampling analysis of distributional properties
Ramsey, James B., (1999)
Probability of ruin : a useful alternative to the expected utility hypothesis in firm decision making
Ramsey, James B., (1995)
On the existence of macro variables and of macro relationships
Ramsey, James B., (1996)