Nonlinear Dynamics, Chaos and Instability: Statistical Theory and Economic Evidence
Author:   William A. Brock ,  etc. ,  David A. Hsieh (Professor of Business, Fuqua School of Business, Duke University, USA) ,  Blake LeBaron (Assistant Professor of Economics, University of Wisconsin, USA)
Publisher:   MIT Press Ltd
ISBN:  

9780262023290


Pages:   346
Publication Date:   24 October 1991
Recommended Age:   From 18
Format:   Hardback
Availability:   Out of stock   Availability explained


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Nonlinear Dynamics, Chaos and Instability: Statistical Theory and Economic Evidence


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Author:   William A. Brock ,  etc. ,  David A. Hsieh (Professor of Business, Fuqua School of Business, Duke University, USA) ,  Blake LeBaron (Assistant Professor of Economics, University of Wisconsin, USA)
Publisher:   MIT Press Ltd
Imprint:   MIT Press
Dimensions:   Width: 15.70cm , Height: 2.80cm , Length: 23.10cm
Weight:   0.703kg
ISBN:  

9780262023290


ISBN 10:   0262023296
Pages:   346
Publication Date:   24 October 1991
Recommended Age:   From 18
Audience:   College/higher education ,  Professional and scholarly ,  Postgraduate, Research & Scholarly ,  Professional & Vocational
Format:   Hardback
Publisher's Status:   Out of Print
Availability:   Out of stock   Availability explained

Table of Contents

The BDS statistic; the changing structure of stock returns; nonlinearity in foreign exchange; summary, relation to other work, and future horizons. Appendices: size and distribution of the BDS statistic; quantiles of the BDS statistic; size of the BDS statistic on GARCH residuals.

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David A. Hsieh is Professor of Business at the Fuqua School of Business, Duke University. Blake LeBaron is Assistant Professor of Economics at the University of Wisconsin, Madison.

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