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://jda-test.zbw.eu/dataset/a42770e3-c7a2-41fb-be1f-5818518f1666/resource/5c7bea21-a892-4583-a6cc-dd0971c13a94/download/garch.txt |
| Last updated | November 4, 2022 |
| Created | November 4, 2022 |
