The following pages link to Catherine Kyrtsou (Q1397410):
Displayed 4 items.
- Is it possible to study chaotic and ARCH behaviour jointly? application of a noisy Mackey-Glass equation with heteroskedastic errors to the Paris Stock exchange returns series (Q1397412) (← links)
- A Nonparametric Causality Test: Detection of Direct Causal Effects in Multivariate Systems Using Corrected Partial Transfer Entropy (Q2787371) (← links)
- EXPLORING THE IMPACT OF CALENDAR EFFECTS ON THE DYNAMIC STRUCTURE AND FORECASTS OF FINANCIAL TIME SERIES (Q3379407) (← links)
- Quantifying Interactions in Nonlinear Feedback Dynamics: A Time Series Analysis (Q4626482) (← links)