Addo, Peter Martey; Billio, Monica; Guégan, Dominique - In: The North American Journal of Economics and Finance 26 (2013) C, pp. 416-435
variance’ (DVV) method, which examines local predictability of a signal in the phase space to detect the presence of … that can severely impact nations and economies. Our analysis deals with the use of the recently proposed ‘delay vector …