Neglected chaos in international stock markets: Bayesian analysis of the joint return-volatility dynamical system (Q2147635)
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scientific article
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English | Neglected chaos in international stock markets: Bayesian analysis of the joint return-volatility dynamical system |
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Neglected chaos in international stock markets: Bayesian analysis of the joint return-volatility dynamical system (English)
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20 June 2022
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neglected chaos
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Lyapunov exponent
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neural networks
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Bayesian analysis
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sequential Monte Carlo
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global economy
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