Work

Stochastic chaos or ARCH effects in stock series?

Year: 2002

Type: article

Source: International Review of Financial Analysis

DOI: 10.1016/s1057-5219(02)00067-4

Authors: Catherine Kyrtsou, Michel Terraza

Institutions: Université de Montpellier, Laboratoire Montpelliérain d’Economie Théorique et Appliquée, Université Montpellier 1

Language: English

Topic: Complex Systems and Time Series Analysis

Subfield: Economics and Econometrics

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W1506742809

FWCI: 5.501

Cites: 55

Cited by: 54

Related to: 10