-
1
-
-
67349252816
-
Local Lyapunov exponents: Predictability depends on where you are
-
Barnett W., Kirman A.P., and Salmon M. (Eds), Wiley, NY
-
Bayley B.A. Local Lyapunov exponents: Predictability depends on where you are. In: Barnett W., Kirman A.P., and Salmon M. (Eds). Nonlinear dynamics and economics, proceedings of the tenth international symposium in economic theory and econometrics (1998), Wiley, NY
-
(1998)
Nonlinear dynamics and economics, proceedings of the tenth international symposium in economic theory and econometrics
-
-
Bayley, B.A.1
-
2
-
-
47249084463
-
The Hopf bifurcation and the existence and stability of closed orbits in multi sector models of optimal economic growth
-
Benhabib J., and Nishimura K. The Hopf bifurcation and the existence and stability of closed orbits in multi sector models of optimal economic growth. Journal of Economic Theory 21 (1979) 421-444
-
(1979)
Journal of Economic Theory
, vol.21
, pp. 421-444
-
-
Benhabib, J.1
Nishimura, K.2
-
4
-
-
0000303835
-
Nonparametric estimation of the chaotic function and the invariant measure of a dynamical system
-
Bosq D., and Guégan D. Nonparametric estimation of the chaotic function and the invariant measure of a dynamical system. Statistics and Probability Letters 25 (1995) 201-212
-
(1995)
Statistics and Probability Letters
, vol.25
, pp. 201-212
-
-
Bosq, D.1
Guégan, D.2
-
5
-
-
0000921080
-
Heterogeneous beliefs and routes to chaos in a simple asset pricing model
-
Brock W.A., and Hommes C.H. Heterogeneous beliefs and routes to chaos in a simple asset pricing model. Journal of Economic Dynamics and Control 22 (1998) 1235-1274
-
(1998)
Journal of Economic Dynamics and Control
, vol.22
, pp. 1235-1274
-
-
Brock, W.A.1
Hommes, C.H.2
-
6
-
-
84986360421
-
Complex economic dynamics: Obvious in history, generic in theory, elusive in data
-
Day R.H. Complex economic dynamics: Obvious in history, generic in theory, elusive in data. Journal of Applied Econometrics 7 (1992) 9-S23
-
(1992)
Journal of Applied Econometrics
, vol.7
-
-
Day, R.H.1
-
7
-
-
0000547548
-
An algorithm for the n Lyapunov exponents of an n-dimensional unknown dynamical system
-
Dechert W.D., and Gençay R. An algorithm for the n Lyapunov exponents of an n-dimensional unknown dynamical system. Physica D 59 (1992) 143-157
-
(1992)
Physica D
, vol.59
, pp. 143-157
-
-
Dechert, W.D.1
Gençay, R.2
-
8
-
-
0040681958
-
Determining Lyapunov exponents in deterministic dynamical systems
-
Delecroix M., Guégan D., and Léorat G. Determining Lyapunov exponents in deterministic dynamical systems. Computational Statistics 12 (1997) 93-103
-
(1997)
Computational Statistics
, vol.12
, pp. 93-103
-
-
Delecroix, M.1
Guégan, D.2
Léorat, G.3
-
10
-
-
0004020070
-
-
Dvorak I., and Holden A.V. (Eds), Manchester University Press, Manchester
-
In: Dvorak I., and Holden A.V. (Eds). Mathematical approaches to brain functioning diagnostics (1991), Manchester University Press, Manchester
-
(1991)
Mathematical approaches to brain functioning diagnostics
-
-
-
13
-
-
84986792205
-
An introduction to long memory time series models and fractional differencing
-
Granger C.W.J., and Joyeux R. An introduction to long memory time series models and fractional differencing. Journal of Time Series Analysis 1 (1980) 15-29
-
(1980)
Journal of Time Series Analysis
, vol.1
, pp. 15-29
-
-
Granger, C.W.J.1
Joyeux, R.2
-
14
-
-
40749093037
-
Measuring the strangeness of strange attractors
-
Grassberger P., and Procaccia I. Measuring the strangeness of strange attractors. Physica D 9 (1983) 189-208
-
(1983)
Physica D
, vol.9
, pp. 189-208
-
-
Grassberger, P.1
Procaccia, I.2
-
16
-
-
0038729586
-
Extreme values of particular non-linear processes
-
Guégan D., and Ladoucette S. Extreme values of particular non-linear processes. C.R.A.S., t. 335 (2002) 73-78
-
(2002)
C.R.A.S., t.
, vol.335
, pp. 73-78
-
-
Guégan, D.1
Ladoucette, S.2
-
17
-
-
67349091498
-
Les chaos en finance: Approche statistique
-
Economica, Paris
-
Guégan, D. (2003). Les chaos en finance: Approche statistique, Economica, Série Mathématique et Probabilité, Paris.
-
(2003)
Série Mathématique et Probabilité
-
-
Guégan, D.1
-
18
-
-
22944462363
-
How can we define the concept of long memory? An econometric survey
-
Guégan D. How can we define the concept of long memory? An econometric survey. Econometric Reviews (2005) 24
-
(2005)
Econometric Reviews
, pp. 24
-
-
Guégan, D.1
-
19
-
-
28444491447
-
Denoising with wavelets method in chaotic time series: Application in climatology, energy and finance
-
Abbott D., Bouchaud J.P., Gabaix X., and McCaulay J.L. (Eds)
-
Guégan D., and Hoummiya K. Denoising with wavelets method in chaotic time series: Application in climatology, energy and finance. In: Abbott D., Bouchaud J.P., Gabaix X., and McCaulay J.L. (Eds). Noise and fluctuations in econophysics and finance proceedings of SPIE, vol. 5848 (2005) 174-185
-
(2005)
Noise and fluctuations in econophysics and finance proceedings of SPIE, vol. 5848
, pp. 174-185
-
-
Guégan, D.1
Hoummiya, K.2
-
20
-
-
67349239108
-
Stochastic and Chaotic dynamics in high frequency financial data
-
Dunis C., and Zhou B. (Eds), John Wiley and Sons
-
Guégan D., and Mercier L. Stochastic and Chaotic dynamics in high frequency financial data. In: Dunis C., and Zhou B. (Eds). Nonlinear Modelling of high frequency financial time series. (1998), John Wiley and Sons
-
(1998)
Nonlinear Modelling of high frequency financial time series.
-
-
Guégan, D.1
Mercier, L.2
-
21
-
-
19844377708
-
Prediction in chaotic time series: methods and comparisons with an application to financial intra-day data
-
Guégan D., and Mercier L. Prediction in chaotic time series: methods and comparisons with an application to financial intra-day data. The European Journal of Finance 11 (2005) 137-150
-
(2005)
The European Journal of Finance
, vol.11
, pp. 137-150
-
-
Guégan, D.1
Mercier, L.2
-
22
-
-
67349130579
-
Global and local stationarity modelling in finance: Theory and empirical evidence, Econometrics Review
-
in press
-
Guégan D. Global and local stationarity modelling in finance: Theory and empirical evidence, Econometrics Review, in press.
-
-
-
Guégan, D.1
-
23
-
-
67349223306
-
Forecasting chaotic systems: The role of local Lyapunov exponents, Chaos, Solutions and Fractals
-
in press
-
Guégan, D., & Leroux, J. Forecasting chaotic systems: The role of local Lyapunov exponents, Chaos, Solutions and Fractals, in press.
-
-
-
Guégan, D.1
Leroux, J.2
-
24
-
-
67349282763
-
Local Lyapunov exponents: A new way to predict chaotic. Topics on chaotic systems, Systems World
-
in press
-
Guégan, D., & Leroux, J. Local Lyapunov exponents: A new way to predict chaotic. Topics on chaotic systems, Systems World, in press.
-
-
-
Guégan, D.1
Leroux, J.2
-
27
-
-
0000241853
-
Deterministic nonperiodic flow
-
Lorenz E. Deterministic nonperiodic flow. Journal of Atmospheric Science 20 (1963) 130-141
-
(1963)
Journal of Atmospheric Science
, vol.20
, pp. 130-141
-
-
Lorenz, E.1
-
28
-
-
0017185443
-
Simple mathematical models with complicated dynamics
-
May R.M. Simple mathematical models with complicated dynamics. Nature 261 (1976) 459-467
-
(1976)
Nature
, vol.261
, pp. 459-467
-
-
May, R.M.1
-
35
-
-
1542400411
-
Non parametric neutral network estimation of Lyapunov exponent and a direct test for chaos
-
Shintani N., and Linton O. Non parametric neutral network estimation of Lyapunov exponent and a direct test for chaos. Journal of Econometrics 120 (2004) 1-33
-
(2004)
Journal of Econometrics
, vol.120
, pp. 1-33
-
-
Shintani, N.1
Linton, O.2
|