The Identification of Spurious Lyapunov Exponents in Jacobian Algorithms
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Publication:3368196
DOI10.2202/1558-3708.1018zbMath1078.39501MaRDI QIDQ3368196
Ramazan Gençay, W. Davis Dechert
Publication date: 27 January 2006
Published in: Studies in Nonlinear Dynamics & Econometrics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.2202/1558-3708.1018
39B12: Iteration theory, iterative and composite equations
37N40: Dynamical systems in optimization and economics
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