scientific article

zbMath0780.62103MaRDI QIDQ3135404

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Publication date: 28 September 1993

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

chaosstability analysisbusiness cycleslikelihood ratio testnonlinear dynamicsLyapunov exponentsChaoscorrelation exponentEconometricsNonlinear dynamicsnonlinear time-seriesvolatility indexemploymentmerger wavesacquisition time-seriesMarkov switching model of GNPnearest- neighbour forecasts of EMS exchange ratesnonparametric diagnosticsmooth transition autoregressive modelsstock volatilitiesthreshold Arch models

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Proceedings, conferences, collections, etc. pertaining to statistics (62-06) Economic time series analysis (91B84) Collections of articles of miscellaneous specific interest (00B15) Proceedings, conferences, collections, etc. pertaining to operations research and mathematical programming (90-06)

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