Unimodal maps perturbed by heteroscedastic noise: an application to financial systems (Q6062722): Difference between revisions

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Revision as of 11:24, 3 August 2024

scientific article; zbMATH DE number 7761518
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English
Unimodal maps perturbed by heteroscedastic noise: an application to financial systems
scientific article; zbMATH DE number 7761518

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    Unimodal maps perturbed by heteroscedastic noise: an application to financial systems (English)
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    6 November 2023
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    random dynamical systems
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    unimodal maps
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    Lyapunov exponents
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    leverage cycles
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    systemic risk
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