Neglected chaos in international stock markets: Bayesian analysis of the joint return-volatility dynamical system (2017)
Attributed to:
Systemic Risk Centre
funded by
ESRC
Abstract
No abstract provided
Bibliographic Information
Digital Object Identifier: http://dx.doi.org/10.1016/j.physa.2017.04.060
Publication URI: http://dx.doi.org/10.1016/j.physa.2017.04.060
Type: Journal Article/Review
Parent Publication: Physica A: Statistical Mechanics and its Applications