Comments on “Re-examining the source of Heteroskedasticity: The paradigm of noisy chaotic models”

Sadek Melhem and Mahmoud Melhem

Working Papers from LAMETA, Universtiy of Montpellier

Abstract: This paper is a comment on “Re-examining the source of Heteroskedasticity: The paradigm of noisy chaotic models” by kyrtsou. We summarize their results and discuss some of their conclusion. Simulation was investigated to clarify the functionality of the high dimensional dynamical system and its role in generating process.

Pages: 6 pages
Date: 2012-04, Revised 2012-04
New Economics Papers: this item is included in nep-cmp
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Persistent link: https://EconPapers.repec.org/RePEc:lam:wpaper:12-13

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