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

DOI10.1016/j.physa.2017.04.060zbMath1495.91083OpenAlexW2605724233MaRDI QIDQ2147635

Mike G. Tsionas, Panayotis G. Michaelides

Publication date: 20 June 2022

Published in: Physica A (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.physa.2017.04.060

zbMATH Keywords

Bayesian analysisneural networksLyapunov exponentsequential Monte Carloglobal economyneglected chaos

Mathematics Subject Classification ID

Bayesian inference (62F15) Strange attractors, chaotic dynamics of systems with hyperbolic behavior (37D45) Statistical methods; economic indices and measures (91B82) Economic dynamics (91B55)

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