Nonlinear dynamics of daily futures prices : conditional heteroskedasticity or chaos?
Year of publication: |
1993
|
---|---|
Authors: | Yang, Seung-ryong |
Other Persons: | Brorsen, B. Wade (contributor) |
Published in: |
The journal of futures markets. - Hoboken, NJ : Wiley-Blackwell, ISSN 0270-7314, ZDB-ID 395139-X. - Vol. 13.1993, 2, p. 175-191
|
Subject: | Warenbörse | Commodity exchange | Zeitreihenanalyse | Time series analysis | Chaostheorie | Chaos theory | USA | United States | 1979-1988 |
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