The Identification of Spurious Lyapunov Exponents in Jacobian Algorithms
Year of publication: 
2007


Authors:  Gencay, Ramazan ; Dechert, W. 
Published in: 
Studies in Nonlinear Dynamics & Econometrics.  Berkeley Electronic Press.  Vol. 1.2007, 3, p. 145154

Publisher: 
Berkeley Electronic Press 
Subject:  Lyapunov exponents  embedded dynamics 

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