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Do CAPM results hold in a dynamic economy? : A numerical analysis
Akdeniz, Levent; Dechert, W. Davis - 1996 - Rev
Persistent link: https://www.econbiz.de/10000958413
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Do CAPM results hold in a dynamic economy? : A numerical analysis
Akdeniz, Levent - In: Journal of economic dynamics & control 21 (1997) 6, pp. 981-1003
Persistent link: https://www.econbiz.de/10001335986
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Non-linear dynamical systems : instability and chaos in economics
Brock, William A.; Dechert, W. Davis - 1991
Persistent link: https://www.econbiz.de/10001328987
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On the probability of chaos in large dynamical systems : a Monte Carlo study
Dechert, W. Davis; Sprott, Julien C.; Albers, David J. - In: Journal of economic dynamics & control 23 (1999) 8, pp. 1197-1206
Persistent link: https://www.econbiz.de/10001411182