Characterizing the Degree of Stability of Non-linear Dynamic Models (Q3368289)
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scientific article; zbMATH DE number 5002348
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Characterizing the Degree of Stability of Non-linear Dynamic Models |
scientific article; zbMATH DE number 5002348 |
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Characterizing the Degree of Stability of Non-linear Dynamic Models (English)
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27 January 2006
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Autoregression
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Exchange rates
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Exogenous shocks
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Lyapunov exponents
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Persistence
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0.7828871607780457
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0.7615335583686829
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0.7529656291007996
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0.7481027245521545
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