On Nonlinear, Stochastic Dynamics in Economic and Financial Time Series
Year of publication: |
2007
|
---|---|
Authors: | Schittenkopf, Christian ; Dorffner, Georg ; Dockner, Engelbert |
Published in: |
Studies in Nonlinear Dynamics & Econometrics. - Berkeley Electronic Press. - Vol. 4.2007, 3, p. 101-121
|
Publisher: |
Berkeley Electronic Press |
Subject: | chaos | Lyapunov exponents | stochastic dynamics | time series |
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