Neglected chaos in international stock markets: Bayesian analysis of the joint return-volatility dynamical system
DOI10.1016/J.PHYSA.2017.04.060zbMATH Open1495.91083OpenAlexW2605724233MaRDI QIDQ2147635FDOQ2147635
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
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