Neglected chaos in international stock markets: Bayesian analysis of the joint return-volatility dynamical system (Q2147635)

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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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