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The specification of GARCH models with stochastic covariates
Fleming, Jeff; Kirby, Chris; Ostdiek, Barbara - In: The journal of futures markets 28 (2008) 10, pp. 911-934
Persistent link: https://www.econbiz.de/10003769888
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Stockprices when risk attitudes fluctuate
Orosel, Gerhard O. - In: Beiträge zur Mikro- und zur Makroökonomik : …, (pp. 331-345). 2001
Persistent link: https://www.econbiz.de/10001606393
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The behavior of random variables with nonstationary variance and the distribution of security prices
Rosenberg, Barr - 1972
Persistent link: https://www.econbiz.de/10001368376
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α-stable [Alpha-stable] random vectors with time varying spectral measure and applications to financial time series analysis
Hartz, Christoph - 2008 - 1. Aufl.
Persistent link: https://www.econbiz.de/10003716514
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Dinámica no lineal en la bolsa de valores
Mayer-Foulkes, David; Feliz, Raúl Aníbal - 1992 - 1. ed
Persistent link: https://www.econbiz.de/10000889335
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Financial markets and the theory of chaos
Gilmore, Claire Gilbert - 1992
Persistent link: https://www.econbiz.de/10000896128
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Neue Aspekte der Finanzanalyse : eine chaostheoretische Betrachtung von Aktienkursverläufen
Ginter, Matthias - 1991
Persistent link: https://www.econbiz.de/10000857658
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Reappraisal of market efficiency tests arising from nonlinear dependence, fractals, and dynamical systems theory
Cha, Gun-ho - 1993
Persistent link: https://www.econbiz.de/10000864519
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Künstliche neuronale Netze und die Chaostheorie : zur Analyse ökonomischer Zeitreihen
Hammes, Michael - 1993
Persistent link: https://www.econbiz.de/10000877459
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Chaos and order in the capital markets : a new view of cycles, prices, and market volatility
Peters, Edgar E. - 1996 - 2. ed.
Persistent link: https://www.econbiz.de/10000585045