Found: 9
Select item for more details and to access through your institution.
Special issue on dynamics of socioeconomic systems: systemic risk—complex systems.
- Published in:
- 2020
- By:
- Publication type:
- Editorial
Special issue on dynamics of socioeconomic systems: systemic risk—finance.
- Published in:
- 2020
- By:
- Publication type:
- Editorial
Testing for non-chaoticity under noisy dynamics using the largest Lyapunov exponent.
- Published in:
- Soft Computing - A Fusion of Foundations, Methodologies & Applications, 2020, v. 24, n. 12, p. 8617, doi. 10.1007/s00500-019-04595-y
- By:
- Publication type:
- Article
Improving portfolios global performance using a cleaned and robust covariance matrix estimate.
- Published in:
- Soft Computing - A Fusion of Foundations, Methodologies & Applications, 2020, v. 24, n. 12, p. 8643, doi. 10.1007/s00500-020-04840-9
- By:
- Publication type:
- Article
Flickering in Information Spreading Precedes Critical Transitions in Financial Markets.
- Published in:
- Scientific Reports, 2019, v. 9, n. 1, p. N.PAG, doi. 10.1038/s41598-019-42223-9
- By:
- Publication type:
- Article
TESTING FOR WEAK SEPARABILITY USING STOCHASTIC SEMI-NONPARAMETRIC TESTS: AN EMPIRICAL STUDY ON US DATA.
- Published in:
- Macroeconomic Dynamics, 2018, v. 22, n. 6, p. 1510, doi. 10.1017/S1365100516000791
- By:
- Publication type:
- Article
ADMISSIBLE CLUSTERING OF AGGREGATOR COMPONENTS: A NECESSARY AND SUFFICIENT STOCHASTIC SEMINONPARAMETRIC TEST FOR WEAK SEPARABILITY.
- Published in:
- Macroeconomic Dynamics, 2009, v. 13, n. S2, p. 317, doi. 10.1017/S1365100509090300
- By:
- Publication type:
- Article
A COMPARISON OF TWO METHODS FOR TESTING THE UTILITY MAXIMIZATION HYPOTHESIS WHEN QUANTITY DATA ARE MEASURED WITH ERROR.
- Published in:
- Macroeconomic Dynamics, 2005, v. 9, n. 5, p. 612, doi. 10.1017/S1365100505040381
- By:
- Publication type:
- Article
TESTING THE SIGNIFICANCE OF THE DEPARTURES FROM UTILITY MAXIMIZATION.
- Published in:
- Macroeconomic Dynamics, 2005, v. 9, n. 3, p. 372, doi. 10.1017/S1365100505040241
- By:
- Publication type:
- Article