Nonlinear dynamics of the Nikkei stock average futures (Q1000383): Difference between revisions

From MaRDI portal
Import240304020342 (talk | contribs)
Set profile property.
ReferenceBot (talk | contribs)
Changed an Item
 
Property / cites work
 
Property / cites work: Generalized autoregressive conditional heteroscedasticity / rank
 
Normal rank
Property / cites work
 
Property / cites work: A test for independence based on the correlation dimension / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q3959963 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation / rank
 
Normal rank
Property / cites work
 
Property / cites work: Conditional Heteroskedasticity in Asset Returns: A New Approach / rank
 
Normal rank
Property / cites work
 
Property / cites work: Estimating the dimension of a model / rank
 
Normal rank

Latest revision as of 00:39, 29 June 2024

scientific article
Language Label Description Also known as
English
Nonlinear dynamics of the Nikkei stock average futures
scientific article

    Statements

    Identifiers

    0 references
    0 references
    0 references
    0 references
    0 references