The Identification of Spurious Lyapunov Exponents in Jacobian Algorithms
Year of publication: |
1996
|
---|---|
Authors: | Gencay, Ramazan ; Dechert, W. Davis |
Published in: |
Studies in Nonlinear Dynamics & Econometrics. - De Gruyter, ISSN 1558-3708, ZDB-ID 1385261-9. - Vol. 1.1996, 3
|
Publisher: |
De Gruyter |
Subject: | Lyapunov exponents | embedded dynamics |
-
The Identification of Spurious Lyapunov Exponents in Jacobian Algorithms
Gencay, Ramazan, (1996)
-
The Identification of Spurious Lyapunov Exponents in Jacobian Algorithms
Gencay, Ramazan, (2007)
-
The New Keynesian model with stochastically varying policies
Neusser, Klaus, (2018)
- More ...
-
The correlation integral and the independence of Gaussian and related processes
Dechert, W. Davis, (1994)
-
A test for independence based on the correlation dimension
Brock, William A., (1987)
-
Do CAPM results hold in a dynamic economy? : A numerical analysis
Akdeniz, Levent, (1996)
- More ...