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Kyrtsou, Catherine's
Scholarly Papers
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475 |
Total
Citations
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1.
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Kyrtsou, Catherine
University of Macedonia - Department of Economics
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Kyrtsou, Catherine
University of Macedonia - Department of Economics Terraza, Michel
Université Montpellier I - Department of Economics
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26 May 03
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30 Nov 08
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Noisy chaos, short-term dynamics, correlation dimension, Lyapunov exponents, recurrence quantifications, forecasting
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3.
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Kyrtsou, Catherine
University of Macedonia - Department of Economics Malliaris, A. G. (Tassos)
Loyola University of Chicago - Department of Economics Serletis, A.
University of Calgary - Economics
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86
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Energy, Nonlinearity, Chaotic Dynamics
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4.
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Kyrtsou, Catherine
University of Macedonia - Department of Economics Malliaris, A. G. (Tassos)
Loyola University of Chicago - Department of Economics
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23 Feb 06
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Last Revised:
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12 Feb 09
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non-linearity, Logistic equation, Heteroskedastic Mackey-Glass model, attractors, information signals, spurious seasonality
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5.
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Kyrtsou, Catherine
University of Macedonia - Department of Economics
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Heteroskedasticity, noisy chaos, endogenous dynamics, econophysics
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6.
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Evidence for Nonlinear Asymmetric Causality in U.S. Inflation, Metal and Stock Returns
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Hristu-Varsakelis, Dimitris
University of Macedonia Kyrtsou, Catherine
University of Macedonia - Department of Economics
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Posted:
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24 Jun 07
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Last Revised:
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12 May 08
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Hristu-Varsakelis, Dimitris
University of Macedonia Kyrtsou, Catherine
University of Macedonia - Department of Economics
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Granger Causality, Nonlinear Causality, Bivariate Noisy Mackey-Glass Model
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Hristu-Varsakelis, Dimitris
University of Macedonia Kyrtsou, Catherine
University of Macedonia - Department of Economics
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Granger Causality, Nonlinear Causality, Bivariate Noisy Mackey-Glass Model
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7.
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Kyrtsou, Catherine
University of Macedonia - Department of Economics Leontitsis, Alexandros
University of Ioannina - Department of Education Siriopoulos, Costas
University of Patras - Business Administration
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Mackey-Glass-GARCH, Calendar Effects, Forecasting
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8.
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Kyrtsou, Catherine
University of Macedonia - Department of Economics Terraza, Michel
Université Montpellier I - Department of Economics
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Mackey-Glass equation, noisy chaos, volatility clustering, correlation dimension, Lyapunov exponents, GARCH effects, forecasting
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9.
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Kyrtsou, Catherine
University of Macedonia - Department of Economics
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Non-linearity, White test, Theiler et al. test, noisy chaos, attractors, Mackey-Glass-ARCH model
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10.
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Kyrtsou, Catherine
University of Macedonia - Department of Economics Labys, Walter C.
West Virginia University - Department of Agricultural and Resource Economics
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Non-linear causality, dynamic non-linearity, US inflation, commodity prices, bivariate noisy Mackey-Glass model
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11.
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Kyrtsou, Catherine
University of Macedonia - Department of Economics Serletis, A.
University of Calgary - Economics
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Nonlinearity, Chaos, Self-organized criticality, Mackey-Glass-GARCH
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12.
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Kyrtsou, Catherine
University of Macedonia - Department of Economics Vorlow, Costas E.
University of Durham - Durham Business School
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BEKK GARCH and Mackey-Glass processes, Comovements, Interest Rates, Non-linear Dynamics
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13.
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Kyrtsou, Catherine
University of Macedonia - Department of Economics Vorlow, Costas E.
University of Durham - Durham Business School
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Recurrence Plots, Recurrence Quantification Analysis, Chaos,
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14.
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Kyrtsou, Catherine
University of Macedonia - Department of Economics Labys, Walter C.
West Virginia University - Department of Agricultural and Resource Economics
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Positive feedback, multivariate time series, noisy chaos, noisy Mackey-Glass process, economic time series
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15.
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Kyrtsou, Catherine
University of Macedonia - Department of Economics Terraza, Virginie
Universite du Luxembourg
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16.
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Kyrtsou, Catherine
University of Macedonia - Department of Economics Labys, Walter C.
West Virginia University - Department of Agricultural and Resource Economics Terraza, Michel
Université Montpellier I - Department of Economics
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Commodity Futures Prices, Risk and Price Expectations, Noisy Chaotic Processes, Correlation Dimension Analysis, Nonlinear Models, Short Term Price Forecasting
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17.
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Kyrtsou, Catherine
University of Macedonia - Department of Economics Terraza, Michel
Université Montpellier I - Department of Economics
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ARCH, stochastic chaos, heterogeneous agents, long and short memory, forecasting
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