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Nonlinear dynamics : evidence for a small stock exchange
Scheicher, Martin - 1996
Persistent link: https://www.econbiz.de/10000607725
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Investitionsfinanzierung und konjunkturelle Dynamik
Kind, Christoph - 1999
Persistent link: https://www.econbiz.de/10000678726
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Applications of agent-based models and nonlinear econometrics in finance
Demary, Markus - 2010
This dissertation contains applications of agent-based financial market models and nonlinear econometric methods in financial economics. The first part deals with the analysis of the effectiveness of currency transaction taxes within financial market models with traders with heterogeneous...
Persistent link: https://www.econbiz.de/10008664302
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The empirical analysis of exchange rate regimes and nonlinear econometrics
Winschel, Viktor - 2005
Persistent link: https://www.econbiz.de/10003300833
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A switching model with flexible threshold variable : with an application to nonlinear dynamics in stock returns
Massacci, Daniele - In: Economics letters 119 (2013) 2, pp. 199-203
Persistent link: https://www.econbiz.de/10009745760
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The nonlinear dynamics of interest rates
Shively, Philip A. - In: Applied financial economics letters 1 (2005) 2, pp. 71-74
Persistent link: https://www.econbiz.de/10002807009
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Nichtlineare Dynamik des Devisenmarktes
Höhener, Robert - 2005
Persistent link: https://www.econbiz.de/10003042101
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Combining state space reconstruction and forecasting by neural networks
Zimmermann, Hans Georg; Neuneier, Ralph - In: Datamining und computational finance : Ergebnisse des …, (pp. 259-267). 2000
Persistent link: https://www.econbiz.de/10001484338
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Chaos and the exchange rate
Federici, Daniela; Gandolfo, Giancarlo - In: The journal of international trade & economic development 11 (2002) 2, pp. 111-142
Persistent link: https://www.econbiz.de/10001695885
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Is the German stock market chaotic? : Some NEGM- and BDS-test results for the DAX
Moritz, Oliver - 2001
Persistent link: https://www.econbiz.de/10001639806