Publication | Closed Access
Nonlinear dynamics of daily futures prices: Conditional heteroskedasticity or chaos?
135
Citations
36
References
1993
Year
EconomicsVolatility ModelingFinancial EconomicsAsset PricingChaos TheoryMarket TrendBusinessNonlinear DynamicsEconomic FluctuationForecastingFinanceHigh-frequency Financial Econometrics
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