Catherine Kyrtsou

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List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

PublicationDate of PublicationType
Quantifying interactions in nonlinear feedback dynamics: a time series analysis
International Journal of Bifurcation and Chaos in Applied Sciences and Engineering
2019-02-28Paper
Simulation study of direct causality measures in multivariate time series
Entropy
2016-05-10Paper
A nonparametric causality test: detection of direct causal effects in multivariate systems using corrected partial transfer entropy
Springer Proceedings in Mathematics & Statistics
2016-02-25Paper
EXPLORING THE IMPACT OF CALENDAR EFFECTS ON THE DYNAMIC STRUCTURE AND FORECASTS OF FINANCIAL TIME SERIES
International Journal of Theoretical and Applied Finance
2006-04-06Paper
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
Computational Economics
2003-08-06Paper


Research outcomes over time


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