05-043/1 - Equivalence and Bifurcations of Finite Order Stochastic Processes

  • Authors
    Cees Diks, Faculty of Economics and Econometrics, Universiteit van Amsterdam; Florian Wagener, Faculty of Economics and Econometrics, Universiteit van Amsterdam
  • Publication date
    May 11, 2005
  • Keywords
    Stochastic processes; structural stability; copula density; bifurcations
  • JEL
    C14
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