W. Davis Dechert

Available identifiers

Publication	Date of Publication	Type
The equity premium in consumption and production models	2012-09-04	Paper
The equity premium in Brock's asset pricing model	2009-07-01	Paper
The stochastic lake game: A numerical solution	2008-12-12	Paper
Is the largest Lyapunov exponent preserved in embedded dynamics?	2007-09-07	Paper
Bayes' learning of unknown parameters	2007-05-08	Paper
The Identification of Spurious Lyapunov Exponents in Jacobian Algorithms	2006-01-27	Paper
Routes to Chaos in Neural Networks with Random Weights	2000-02-29	Paper
On the probability of chaos in large dynamical systems: a Monte Carlo study.	2000-01-12	Paper
A test for independence based on the correlation dimension	1998-08-24	Paper
Do CAPM results hold in a dynamic economy? A numerical analysis	1998-07-22	Paper
https://portal.mardi4nfdi.de/entity/Q4389643	1998-05-18	Paper
The topological invariance of Lyapunov exponents in embedded dynamics	1996-01-16	Paper
https://portal.mardi4nfdi.de/entity/Q3838957	1996-01-01	Paper
An algorithm for the \(n\) Lyapunov exponents of an \(n\)-dimensional unknown dynamical system	1993-04-01	Paper
Asset Valuation and Production Efficiency in an Overlapping-Generations Model with Production Shocks	1992-09-26	Paper
https://portal.mardi4nfdi.de/entity/Q3358096	1988-01-01	Paper
Dynamic Ramsey Pricing	1985-01-01	Paper
Does optimal growth preclude chaos? A theorem on monotonicity	1984-01-01	Paper
Lagrange multipliers in infinite horizon discrete time optimal control models	1982-01-01	Paper

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