Seasonal Mackey–Glass–GARCH process and short-term dynamics
Year of publication: |
2010
|
---|---|
Authors: | Kyrtsou, Catherine ; Terraza, Michel |
Published in: |
Empirical Economics. - Department of Economics and Finance Research and Teaching. - Vol. 38.2010, 2, p. 325-345
|
Publisher: |
Department of Economics and Finance Research and Teaching |
Subject: | Noisy chaos | Short-term dynamics | Correlation dimension | Lyapunov exponents | Recurrence quantifications | Forecasting |
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