Neglected chaos in international stock markets: Bayesian analysis of the joint return–volatility dynamical system

Published 2017 View Full Article

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Title
Neglected chaos in international stock markets: Bayesian analysis of the joint return–volatility dynamical system
Authors
Keywords
Neglected chaos, Lyapunov exponent, Neural networks, Bayesian analysis, Sequential Monte Carlo, Global economy
Journal
PHYSICA A-STATISTICAL MECHANICS AND ITS APPLICATIONS
Volume 482, Issue -, Pages 95-107
Publisher
Elsevier BV
Online
2017-04-21
DOI
10.1016/j.physa.2017.04.060

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