✦ LIBER ✦

Testing for nonlinear dependence in daily stock indices

✍ Scribed by Thomas Willey

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

Long-range Dependence in Daily Stock Vol

✍ Ray, Bonnie K.; Tsay, Ruey S. 📂 Article 📅 2000 🏛 American Statistical Association 🌐 English ⚖ 727 KB

Nonlinear dynamics in CEE stock markets

✍ Petre Caraiani 📂 Article 📅 2012 🏛 Elsevier Science 🌐 English ⚖ 173 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

Testing for Nonlinear Dependence in Inve

✍ Jonathan P. Pinder 📂 Article 📅 1994 🏛 Decision Sciences Institute, Georgia State Univers 🌐 English ⚖ 908 KB

Testing for long range dependence in ban

✍ Daniel O. Cajueiro; Benjamin M. Tabak 📂 Article 📅 2005 🏛 Elsevier Science 🌐 English ⚖ 101 KB

Nonlinear duration dependence in stock m

✍ Yvette S. Harman; Thomas W. Zuehlke 📂 Article 📅 2007 🏛 Elsevier Science 🌐 English ⚖ 338 KB