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A non-parametric test for independence based on symbolic dynamics
Matilla-García, Mariano - In: Journal of economic dynamics & control 31 (2007) 12, pp. 3889-3903
Persistent link: https://www.econbiz.de/10003569849
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Nonlinear noise estimation in international stock markets : coarse-grained entropy method
Fang, Yong - In: International journal of economics and finance 2 (2010) 1, pp. 97-104
Persistent link: https://www.econbiz.de/10009311097
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Comment on : A new test for chaos and determinism based on symbolic dynamics
Elsinger, Helmut - In: Journal of economic behavior & organization : JEBO 91 (2013), pp. 131-138
Persistent link: https://www.econbiz.de/10009772968
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Stationarity and ergodicity of univariate generalized autoregressive score processes
Blasques, Francisco; Koopman, Siem Jan; Lucas, André - 2012
Persistent link: https://www.econbiz.de/10009722625
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Modeling the neurodynamic complexity of submarine navigation teams
Stevens, Ronald; Galloway, Trysha; Wang, Peter; Berka, Chris - In: Computational and mathematical organization theory 19 (2013) 3, pp. 346-369
Persistent link: https://www.econbiz.de/10009787398
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A new test for chaos and determinism based on symbolic dynamics
Matilla-García, Mariano; Ruiz Marín, Manuel - In: Journal of economic behavior & organization : JEBO 76 (2010) 3, pp. 600-614
Persistent link: https://www.econbiz.de/10008933253
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An information theoretic approach for estimating nonlinear dynamic models
Golan, Amos (contributor) - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 7 (2003) 4
Persistent link: https://www.econbiz.de/10002004172
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A geometric view of interest rate theory
Björk, Tomas - 2000
The purpose of this essay is to give an overview of some recent workconcerning structural properties of the evolution of the forward rate curve in an arbitrage free bond market. The main problems to be discussed are as follows. 1. When is a given forward rate model consistent with a given family...
Persistent link: https://www.econbiz.de/10010281447
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A Geometric View of Interest Rate Theory
Björk, Tomas - Economics Institute for Research (SIR), … - 2000
The purpose of this essay is to give an overview of some recent workconcerning structural properties of the evolution of the forward rate curve in an arbitrage free bond market. The main problems to be discussed are as follows. <p> <p> 1. When is a given forward rate model consistent with a given...</p></p>
Persistent link: https://www.econbiz.de/10005649234
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Using a Discrete Choice Experiment to Elicit Consumers’ WTP for Health Risk Reductions Achieved By Nanotechnology in the UK
Erdem, Seda; Rigby, Dan - 2011
between valuations of risk reductions in which reductions in risksare presented via absolute values and grids and absolute … theeffect of risk grids on choices people make. General results show the existence of heterogeneity in Britishconsumers …’ preferences. The effects of nanosensors and risk grids on consumers’ choices are not strongacross the models. The valuations of …
Persistent link: https://www.econbiz.de/10009446736