Access Statistics for Catherine KYRTSOU

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
IS IT POSSIBLE TO STUDY JOINTLY CHAOTIC AND ARCH BEHAVIOUR? APPLICATION OF A NOISY MACKEY-GLASS EQUATION WITH HETEROSKEDASTIC ERRORS TO THE PARIS STOCK EXCHANGE 0 4 10 244 1 7 24 423
Non-Linear Perspectives for Population and Output Dynamics: New Evidence for Cliometrics 1 1 5 10 2 7 18 51
Seasonal Mackey-Glass-GARCH process and short-term dynamics 3 11 57 74 11 27 148 174
Surrogate Data Analysis and Stochastic Chaotic Modelling: Application to Stock Exchange Returns Series 2 6 45 292 12 36 166 1,055
Total Working Papers 6 22 117 620 26 77 356 1,703

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
EXPLORING THE IMPACT OF CALENDAR EFFECTS ON THE DYNAMIC STRUCTURE AND FORECASTS OF FINANCIAL TIME SERIES 1 4 7 9 1 5 15 21
Editorial introduction: Nonlinear macroeconomic dynamics 2 4 17 60 3 5 24 116
Energy sector pricing: On the role of neglected nonlinearity 2 4 14 14 2 10 26 26
Evidence for chaotic dependence between US inflation and commodity prices 2 5 33 67 3 9 45 108
Is it Possible to Study Chaotic and ARCH Behaviour Jointly? Application of a Noisy Mackey–Glass Equation with Heteroskedastic Errors to the Paris Stock Exchange Returns Series 0 7 14 42 2 10 26 115
Modelling non-linear comovements between time series 0 1 10 10 3 4 27 27
Noisy chaotic dynamics in commodity markets 1 1 7 32 1 3 18 90
Stochastic chaos or ARCH effects in stock series?: A comparative study 3 5 17 100 3 8 34 231
The impact of information signals on market prices when agents have non-linear trading rules 0 0 4 4 2 11 21 21
Univariate tests for nonlinear structure 1 4 9 49 2 7 24 124
Total Journal Articles 12 35 132 387 22 72 260 879

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Statistics updated 2009-11-04