The standardised residuals from GARCH models fitted to three stock indices of the Athens Stock Exchange are examined for evidence of chaotic behaviour. In each case the correlation dimension is calculated for a range of embedding dimensions. The results do not support the hypothesis of chaotic...

The Kuwait stock exchange index is examined for evidence of a day-of-the-week effect. A nonlinear GARCH(1,1) model provides a good explanation of the data and allows identification and modelling of the day-of-the-week effect.

Models Canada's Pacific halibut fishery as a non-zero-sun non-co-operative differential game. Optimal harvesting level are derived under the criterion of profit maximization. Show that optimal aggregate steady-state fishing effort and yield increase with the number of fishermen harvesting the...

Models Canada′s Pacific halibut fishery as a non‐zero‐sun on‐co‐operative differential game. Optimal harvesting level are derived under the criterion of profit maximization. Show that optimal aggregate steady‐state fishing effort and yield increase with the number of fishermen...