The Identification of Spurious Lyapunov Exponents in Jacobian Algorithms
Year of publication: |
2007
|
---|---|
Authors: | Gencay, Ramazan ; Dechert, W. |
Published in: |
Studies in Nonlinear Dynamics & Econometrics. - Berkeley Electronic Press. - Vol. 1.2007, 3, p. 145-154
|
Publisher: |
Berkeley Electronic Press |
Subject: | Lyapunov exponents | embedded dynamics |
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