scientific article; zbMATH DE number 422179
acquisition time-seriesbusiness cycleschaosChaoscorrelation exponentEconometricsemploymentlikelihood ratio testLyapunov exponentsMarkov switching model of GNPmerger wavesnearest- neighbour forecasts of EMS exchange ratesnonlinear dynamicsNonlinear dynamicsnonlinear time-seriesnonparametric diagnosticsmooth transition autoregressive modelsstability analysisstock volatilitiesthreshold Arch modelsvolatility index
Collections of articles of miscellaneous specific interest (00B15) Proceedings, conferences, collections, etc. pertaining to statistics (62-06) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Applications of statistics to economics (62P20) Proceedings, conferences, collections, etc. pertaining to operations research and mathematical programming (90-06) Economic time series analysis (91B84)
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