Neglected chaos in international stock markets: Bayesian analysis of the joint return-volatility dynamical system (Q2147635): Difference between revisions
From MaRDI portal
Set profile property. |
Set OpenAlex properties. |
||
| Property / full work available at URL | |||
| Property / full work available at URL: https://doi.org/10.1016/j.physa.2017.04.060 / rank | |||
Normal rank | |||
| Property / OpenAlex ID | |||
| Property / OpenAlex ID: W2605724233 / rank | |||
Normal rank | |||
Revision as of 23:40, 19 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
