Unimodal Maps Perturbed by Heteroscedastic Noise: An Application to a Financial Systems
Work
Year: 2023
Type: article
Abstract: We investigate and prove the mathematical properties of a general class of one-dimensional unimodal smooth maps perturbed with a heteroscedastic noise. Specifically, we investigate the stability of t... more
Source: Journal of Statistical Physics
Institutions University of Bologna, Scuola Normale Superiore, London School of Economics and Political Science, Centre de Physique Théorique
Cites: 53
Cited by:
Related to: 10
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Subfield: Economics and Econometrics
Domain: Social Sciences
Open Access status: hybrid
APC paid (est): $2,990