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Nonparametric correlation integral-based tests for linear and nonlinear stochastic processes

Matilla-García, Mariano; Ruiz Marín, Manuel; Dore, … - In: Decisions in economics and finance : DEF ; a journal of … 37 (2014) 1, pp. 181-193

Persistent link: https://www.econbiz.de/10010340239

Can the Lasota (1977)'s model compete with the Mackey-Glass (1977)'s model in nonlinear modelling of financial time series?

Hennani, Rachida - 2015

Persistent link: https://www.econbiz.de/10011300800

Nonlinearity in investment grade Credit Default Swap (CDS) indices of US and Europe : evidence from BDS and close-returns tests

Madhavan, Vinodh - In: Global finance journal 24 (2013) 3, pp. 266-279

Persistent link: https://www.econbiz.de/10010345899

Uncovering nonlinear dynamics in air transport demand

Inglada-Pérez, Lucìa - In: International journal of transport economics : IJTE 43 (2016) 1/2, pp. 33-65

Persistent link: https://www.econbiz.de/10011559425

Investigating the nature of nonlinearity in Indian Exchange Traded Funds (ETFs)

Madhavan, Vinodh - In: Managerial finance 40 (2014) 4, pp. 395-415

Persistent link: https://www.econbiz.de/10010344093

Is there Chaos on the German Labor Market? / Ist der deutsche Arbeitsmarkt chaotisch?

Neugart, Michael - In: Jahrbücher für Nationalökonomie und Statistik 218 (1999) 5-6, pp. 658-673

test German labor market data for the null hypothesis of an i.i.d. process with the BDS test. As several processes … core to German labor market dynamics. Chaos does not occur. … Arbeitsmarkt mit Hilfe des BDS Tests auf Nichtlinearitäten untersucht. Da der Nachweis deterministischer Nichtlinearitäten über den …

Persistent link: https://www.econbiz.de/10014608718

Asset price and wealth dynamics with heterogeneous expectations : a deterministic nonlinear structural model approach

Florian Heitger - 2010

Based on a classical financial market model different model variants known from the literature are discussed and analyzed, each focussing on modeling financial markets as a nonlinear dynamic system by introducing the formation of (heterogeneous) beliefs about future asset prices into the model...

Persistent link: https://www.econbiz.de/10009428980

Essays on nonlinear and explosive time series : with applications to financial markets

Kaufmann, Hendrik - 2014

Bias correction, explosive behavior, non-linearity, model selection, persistence, specification testing. - Bias …

Persistent link: https://www.econbiz.de/10010395343

Model checks for nonlinear cointegrating regression

Wang, Qiying; Wu, Dongsheng; Zhu, Ke - In: Journal of econometrics 207 (2018) 2, pp. 261-284

Persistent link: https://www.econbiz.de/10012116349

The Good, the bad, and the ugly: an inquiry into the causes and nature of credit cycles

Matsuyama, Kiminori - 2004

This paper builds models of nonlinear dynamics in the aggregate investment and borrower net worth and uses them to study the causes and nature of endogenous credit cycles. The basic model has two types of projects: the Good and the Bad. The Bad is highly productive, but, unlike the Good, it...

Persistent link: https://www.econbiz.de/10010266314

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