✦ LIBER ✦

Nonlinearities and Nonstationarities in Stock Returns

✍ Scribed by Pedro J. F. de Lima

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

Common nonlinearities in long-horizon st

✍ Sei-Wan Kim; André V. Mollick; Kiseok Nam 📂 Article 📅 2008 🏛 Elsevier Science 🌐 English ⚖ 352 KB

Nonlinear dependence in Finnish stock re

✍ G.Geoffrey Booth; Teppo Martikainen; Salil K. Sarkar; Ilkka Virtanen; Paavo Yli- 📂 Article 📅 1994 🏛 Elsevier Science 🌐 English ⚖ 920 KB

Evidence of Nonlinearity in Daily Stock

✍ Melvin J. Hinich and Douglas M. Patterson 📂 Article 📅 1985 🏛 American Statistical Association 🌐 English ⚖ 505 KB

ASSESSING AND TESTING FOR THRESHOLD NONL

✍ Cathy W.S. Chen; Mike K.P. So; Richard H. Gerlach 📂 Article 📅 2005 🏛 John Wiley and Sons 🌐 English ⚖ 315 KB

Nonlinearity in Forecasting of High-Freq

✍ Juan C. Reboredo, José M. Matías, Raquel Garcia-Rubio 📂 Article 📅 2011 🏛 Springer US 🌐 English ⚖ 255 KB