Nonlinear Dynamic Structures (Q3142743): Difference between revisions
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Latest revision as of 01:37, 20 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Nonlinear Dynamic Structures |
scientific article |
Statements
Nonlinear Dynamic Structures (English)
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2 February 1994
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financial market volatility
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leverage effect
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nonlinear time series
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one- step ahead conditional density
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conditional moment profiles
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conditional expectation
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baseline profiles
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impulse-response analysis
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perturbation experiments
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bootstrap methods
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damping
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persistence
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composite price index
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daily NYSE transactions
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trading volume
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price shocks
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