Structural shifts and the volatility of chaotic markets
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Bibliographic InfoPaper provided by Federal Reserve Bank of Philadelphia in its series Working Papers with number 88-17.
Date of creation: 1988
Date of revision:
Other versions of this item:
- Shaffer, Sherrill, 1991. "Structural shifts and the volatility of chaotic markets," Journal of Economic Behavior & Organization, Elsevier, Elsevier, vol. 15(2), pages 201-214, March.
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- Jozef Barunik & Jiri Kukacka, 2013. "Realizing stock market crashes: stochastic cusp catastrophe model of returns under the time-varying volatility," Papers, arXiv.org 1302.7036, arXiv.org, revised May 2013.
- Narayan, Paresh Kumar & Sharma, Susan Sunila, 2014. "Firm return volatility and economic gains: The role of oil prices," Economic Modelling, Elsevier, Elsevier, vol. 38(C), pages 142-151.
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