Modelling bursts and chaos regularization in credit risk with a deterministic nonlinear model
Giuseppe Orlando, Michele Bufalo
| Year of publication: |
2022
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|---|---|
| Authors: | Orlando, Giuseppe ; Bufalo, Michele |
| Published in: |
Finance research letters. - Amsterdam [u.a.] : Elsevier, ISSN 1544-6123, ZDB-ID 2181386-3. - Vol. 47.2022, 1, p. 1-10
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| Subject: | COVID-19 | ARIMA | Chaos | Credit risk | GARCH | Rulkov map | Zeitreihenanalyse | Time series analysis | Kreditrisiko | Chaostheorie | Chaos theory | Schätztheorie | Estimation theory | Coronavirus | ARCH-Modell | ARCH model |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.frl.2021.102599 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013455602