garch.txt
Creators:
Fernando Fernández-Rodríguez
;
Simon Sosvilla-Rivero
;
Julián Andrada-Félix
From the dataset abstract
We propose a new test to detect chaotic dynamics, based on the stability of the largest Lyapunov exponent from different sample sizes. This test is applied to the data used in the...
Source: Testing chaotic dynamics via Lyapunov exponents (replication data)
Metadata
| Field | Value |
|---|---|
| Format | text/plain |
| License | CC-BY 4.0 |
| URL | https://journaldata.zbw.eu/dataset/93cd0701-d8fd-4a9d-9bab-3e0a25fc013d/resource/d9aaab5e-1850-43d3-9539-5abe307db31e/download/garch.txt |
| Last updated | November 15, 2022 |
| Created | November 15, 2022 |
