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Computational economics
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Is it Possible to Study Chaotic and ARCH Behaviour Jointly? Application of a Noisy Mackey-Glass Equation with Heteroskedastic Errors to the Paris Stock Exchange Returns Series
Kyrtsou, Catherine
;
Terraza, Michel
- In:
Computational economics
21
(
2003
)
3
,
pp. 257-276
Persistent link: https://www.econbiz.de/10007032904
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Detecting causality in non-stationary time series using partial symbolic transfer entropy : evidence in financial data
Papana, Angeliki
;
Kyrtsou, Catherine
;
Kugiumtzis, Dimitris
- In:
Computational economics
47
(
2016
)
3
,
pp. 341-365
Persistent link: https://www.econbiz.de/10011712376
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3
SEMIFARMA-HYGARCH modeling of Dow Jones return persistence
Chikhi, Mohamed
;
Péguin-Feissolle, Anne
;
Terraza, Michel
- In:
Computational economics
41
(
2013
)
2
,
pp. 249-265
Persistent link: https://www.econbiz.de/10009710572
Saved in:
4
SEMIFARMA-HYGARCH Modeling of Dow Jones Return Persistence
Chikhi, Mohamed
;
Péguin-Feissolle, Anne
;
Terraza, Michel
- In:
Computational economics
41
(
2013
)
2
,
pp. 249-265
Persistent link: https://www.econbiz.de/10010069064
Saved in:
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