Multiscale analysis of economic time series by scale-dependent Lyapunov exponent
Work
Year: 2011
Type: article
Source: Quantitative Finance
Authors Jianbo Gao, Jing Hu, Wenâwen Tung, Yi Zheng
Institutions Purdue University West Lafayette, W.K. Kellogg Foundation
Cites: 48
Cited by: 25
Related to: 10
FWCI: 6.173
Citation percentile (by year/subfield): 92.48
Subfield: Economics and Econometrics
Domain: Social Sciences
Open Access status: closed