✦ LIBER ✦

ASSESSING AND TESTING FOR THRESHOLD NONLINEARITY IN STOCK RETURNS

✍ Scribed by Cathy W.S. Chen; Mike K.P. So; Richard H. Gerlach

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

Testing for nonlinearities in German ban

✍ Reinhold Kosfeld; Sophie Robé 📂 Article 📅 2001 🏛 Springer-Verlag 🌐 English ⚖ 124 KB

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✍ Pedro J. F. de Lima 📂 Article 📅 1998 🏛 American Statistical Association 🌐 English ⚖ 408 KB

Nonlinear predictability of stock market

✍ David G McMillan 📂 Article 📅 2001 🏛 Elsevier Science 🌐 English ⚖ 151 KB

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✍ Jorge L. Urrutia; Joseph Vu; Paul Gronewoller; Monzurul Hoque 📂 Article 📅 2002 🏛 John Wiley and Sons 🌐 English ⚖ 105 KB

Comparing linear and nonlinear forecasts

✍ Angelos Kanas; Andreas Yannopoulos 📂 Article 📅 2001 🏛 Elsevier Science 🌐 English ⚖ 138 KB

Testing for differences in the tails of

✍ Eric Jondeau; Michael Rockinger 📂 Article 📅 2003 🏛 Elsevier Science 🌐 English ⚖ 210 KB