Deprecated: $wgMWOAuthSharedUserIDs=false is deprecated, set $wgMWOAuthSharedUserIDs=true, $wgMWOAuthSharedUserSource='local' instead [Called from MediaWiki\HookContainer\HookContainer::run in /var/www/html/w/includes/HookContainer/HookContainer.php at line 135] in /var/www/html/w/includes/Debug/MWDebug.php on line 372
Nonlinear Dynamic Structures - MaRDI portal

Nonlinear Dynamic Structures (Q3142743)

From MaRDI portal
scientific article
Language Label Description Also known as
English
Nonlinear Dynamic Structures
scientific article

    Statements

    title
    Nonlinear Dynamic Structures (English)
    0 references
    DOI
    10.2307/2951766
    0 references
    author
    A. Ronald Gallant
    0 references
    Peter E. Rossi
    0 references
    George Tauchen
    0 references
    published in
    Econometrica
    0 references
    publication date
    2 February 1994
    0 references
    Mathematics Subject Classification ID
    62P20
    0 references
    91B84
    0 references
    91B24
    0 references
    62M10
    0 references
    62G07
    0 references
    zbMATH DE Number
    447130
    0 references
    zbMATH Keywords
    financial market volatility
    0 references
    leverage effect
    0 references
    nonlinear time series
    0 references
    one- step ahead conditional density
    0 references
    conditional moment profiles
    0 references
    conditional expectation
    0 references
    baseline profiles
    0 references
    impulse-response analysis
    0 references
    perturbation experiments
    0 references
    bootstrap methods
    0 references
    damping
    0 references
    persistence
    0 references
    composite price index
    0 references
    daily NYSE transactions
    0 references
    trading volume
    0 references
    price shocks
    0 references
    OpenAlex ID
    W1993117258
    0 references
     
    Retrieved from "https://portal.mardi4nfdi.de/w/index.php?title=Item:Q3142743&oldid=32825646"
    Powered by MediaWiki