IS IT POSSIBLE TO STUDY JOINTLY CHAOTIC AND ARCH BEHAVIOUR? APPLICATION OF A NOISY MACKEY-GLASS EQUATION WITH HETEROSKEDASTIC ERRORS TO THE PARIS STOCK EXCHANGE

Catherine Kyrtsou and Michel Terraza
Additional contact information
Michel Terraza: University of Montpellier

No Z226, Computing in Economics and Finance 2000 from Society for Computational Economics

Date: 2000-07-05
References: View references in EconPapers View complete reference list from CitEc
Citations:

Downloads: (external link)
http://fmwww.bc.edu/cef00/papers/paper252.pdf (application/pdf)

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:sce:scecf0:z226

Access Statistics for this paper

More papers in Computing in Economics and Finance 2000 from Society for Computational Economics CEF 2000, Departament d'Economia i Empresa, Universitat Pompeu Fabra, Ramon Trias Fargas, 25,27, 08005, Barcelona, Spain. Contact information at EDIRC.
Bibliographic data for series maintained by Christopher F. Baum (baum@bc.edu).