Nonlinear Dynamics Chaos and Econometrics
Bibliographic Data
| ID | 9726486 |
|---|---|
| Authors | Thanasis Stengos (0000-0002-7771-1121), M Hashem Pesaran (0000-0001-5936-363X), Simon Potter, Simon M Potter |
| Year | 1994 |
| Volume | 61 |
| Issue | 241 |
| Pages | 120 |
| Publication date | 1994-02-01 |
| Peer Reviewed | Yes |
| Open Access | No |
| Type | ARTICLE |
| Venue | Economica (JOURNAL) |
| Journal identifiers | ISSN: 0013-0427 • E-ISSN: 1468-0335 |
| Publisher | JSTOR (PUBLISHER) |
| DOI | 10.2307/2555056 |
| OpenAlex | W1973014179 |
| Language | EN |
| Citations received | 2 |
Partial table of contents: Complex Economic Dynamics: Obvious in History, Generic in Theory, Elusive in Data (R. Day). Merger Waves and the Structure of Merger and Acquisition Time-Series (R. Town). Nonlinear Dynamics in a Structural Model of Employment (S. Burgess). Forecast Improvements Using a Volatility Index (B. LeBaron). Multivariate Nearest-Neighbor Forecasts of EMS Exchange Rates (B. Mizrach). Nonlinear Time-Series Analysis of Stock Volatilities (C. Cao R. Tsay). Threshold Arch Models and Asymmetries in Volatility (R. Rabemananjara J. Zakooan). The Comparative Power of the TR Test Against Simple Threshold Models (P. Rothman). Index
CHAOS (operating system) · Dynamics (music) · Econometrics · Economics · Mathematical economics · Nonlinear system · Physics · Statistical physics · Applied Mathematics · Complex Systems and Time Series Analysis · Computer Science · Economic theories and models · Mathematics
| Unique citing works | 2 |
|---|---|
| Citations per year | 0,07 |
| Citation span | 1996 - 1996 (1) |
| Citation velocity | historical |
| Highly cited | No |
| Citation types | Neutral: 1 |