Search Results - subject:"Largest Lyapunov Exponent"

Dima, Bogdan; Dima, Ştefana Maria; Ioan, Roxana - In: Finance research letters 43 (2021), pp. 1-9

Persistent link: https://www.econbiz.de/10014632407

Günay, Samet - In: International journal of economics and financial issues … 5 (2015) 2, pp. 515-522

Persistent link: https://www.econbiz.de/10011453643

Günay, Samet - In: International Journal of Economics and Financial Issues 5 (2015) 2, pp. 515-522

, using the Brock-Dechert-Scheinkman test, the Largest Lyapunov exponent and the Box-Counting method. Although there is …

Persistent link: https://www.econbiz.de/10011268814

Miśkiewicz-Nawrocka, Monika - In: Folia oeconomica Stetinensia : FOS 13 (2013) 2, pp. 96-108

Persistent link: https://www.econbiz.de/10010442130

Yu, Hengguo; Zhong, Shouming; Ye, Mao - In: Mathematics and Computers in Simulation (MATCOM) 80 (2009) 3, pp. 619-632

of the largest Lyapunov exponent demonstrates the chaotic dynamic behavior of the model. Meanwhile. we investigate the …

Persistent link: https://www.econbiz.de/10010750071

Moeini, Ali; Ahrari, Mehdi; Madarshahi3, Saeed Sadat - In: Iranian Economic Review 12 (2007) 1, pp. 103-120

Hurst Exponent, and the Largest Lyapunov Exponent (LLE) of the time series are calculated. It is shown that the time series …

Persistent link: https://www.econbiz.de/10010695771