Noisy chaotic dynamics in commodity markets
Catherine Kyrtsou; Walter C. Labys; Michel Terraza
| Year of publication: |
2004
|
|---|---|
| Authors: | Kyrtsou, Catherine ; Labys, Walter C. ; Terraza, Michel |
| Published in: |
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria. - Berlin : Springer, ISSN 0377-7332, ZDB-ID 519394-1. - Vol. 29.2004, 3, p. 489-502
|
| Subject: | Rohstoffmarkt | Commodity market | Derivat | Derivative | Noise Trading | Noise trading | Chaostheorie | Chaos theory | ARCH-Modell | ARCH model | Nichtlineare Regression | Nonlinear regression |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10002222164