Lyapunov Exponents as a Nonparametric Diagnostic for Stability Analysis

Authors
W. D. Dechert R. Gencay
Citation
W. D. Dechert et R. Gencay, Lyapunov Exponents as a Nonparametric Diagnostic for Stability Analysis, Journal of applied econometrics, 7(SU), 1992, pp. 41
Journal title
Journal of applied econometrics → ACNP
ISSN journal
08837252
Volume
7
Issue
SU
Year of publication
1992
Database
ICR
SICI code
0883-7252(1992)7:SU<41:LEAAND>2.0.ZU;2-W