The Identification of Spurious Lyapunov Exponents in Jacobian Algorithms

DOI10.2202/1558-3708.1018zbMath1078.39501OpenAlexW2049101463MaRDI QIDQ3368196

Ramazan Gençay, W. Davis Dechert

Publication date: 27 January 2006

Published in: Studies in Nonlinear Dynamics & Econometrics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.2202/1558-3708.1018

zbMATH Keywords

Lyapunov exponentsembedded dynamics

Mathematics Subject Classification ID

Iteration theory, iterative and composite equations (39B12) Dynamical systems in optimization and economics (37N40)

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