Neglected chaos in international stock markets: Bayesian analysis of the joint return-volatility dynamical system (Q2147635): Difference between revisions
From MaRDI portal
Added link to MaRDI item. |
Set profile property. |
||
Property / MaRDI profile type | |||
Property / MaRDI profile type: Publication / rank | |||
Normal rank |
Revision as of 06:03, 5 March 2024
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Neglected chaos in international stock markets: Bayesian analysis of the joint return-volatility dynamical system |
scientific article |
Statements
Neglected chaos in international stock markets: Bayesian analysis of the joint return-volatility dynamical system (English)
0 references
20 June 2022
0 references
neglected chaos
0 references
Lyapunov exponent
0 references
neural networks
0 references
Bayesian analysis
0 references
sequential Monte Carlo
0 references
global economy
0 references