Nonlinear dynamics and economics : proceedings of the Tenth International Symposium in Economic Theory and Econometrics /
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| Autores Corporativos: | , |
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| Otros Autores: | , , |
| Formato: | Libro |
| Idioma: | English |
| Publicado: |
Cambridge ; New York :
Cambridge University Press,
1996.
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| Series: | International symposia in economic theory and econometrics
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| Materias: | |
| Acceso en línea: | Publisher description Table of contents |
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Tabla de Contenidos:
- Cahotic dynamics in overlapping generations models with production / Medio, Alfredo, 1938- ; Negroni, Giorgio
- Evolutionary chaos: growth fluctuations in a schumpeterian model of creative destruction / Silverberg, Gerald ; Lehnert, Doris
- Detection of nonlinearity inforeign-exchange data / Guarda, Paolo ; Salmon, Mark
- Chaos and nonlinear dynamics in futures markets / Serletis, Apostolos ; Dormaar, Paul
- Continuous-time chaos in stock market dynamics // Wn, Kehong
- An experimental design to compare tests of nonlinearity and chaos / Barnett, William A. ; Gallant, Ronald, 1942- ; Hinich, Melvin J. ; Jungeilges, Jochen A. ; Kaplan, Daniel T. (Daniel Theodore) ; Jensen, Mark J.
- Testing time series for nonlinearites: the BDS approach / Dechert, W. Davis, 1942-
- Searching for nonlinearity in mean and variance / Jaditz, Ted ; Sayers, Chera L.
- Operationsl characteristics of White's test for neglected nonlinearities / Jungeilges, Jochen A.
- Time series, stochastic and chaotic / Taylor, Thomas J.
- Linearity testing and nonlinear modeling of economic time series / Teräsvirta, Timo
- The importance of being nonlinear: a frequency-domian approach to nonlinear model identification and estimation / Ashley, Richard ; Patterson, Douglas M. (Douglas MacLennan), 1945-
- Trends, shocks, persistent cycles in evolving economy: business-cycle measurement in time-frequency representation / Chin, Pong, 1924-
- International evidence of business-cycle nonlinearity / Rothman, Philip
- Local lyapunov exponents. Predictability depends on where you are / Bailey, Barbara A.
- Forecasting ralignments: the case of the french franc in the exchange-rate mechanism / Mizrach, Bruce
- Daily returns in international stock markets: predictability, nonlinearity, and transaction costs / Stachell, Steve ; Timmermann, Allan
- Nonparametric forecasts of gold rates of return / Stengos, Thanasis