Testing for nonlinear dependence in daily stock indices
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Bibliographic InfoArticle provided by Elsevier in its journal Journal of Economics and Business.
Volume (Year): 44 (1992)
Issue (Month): 1 (February)
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Web page: http://www.elsevier.com/locate/jeconbus
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- McKenzie, Michael D., 2001. "Chaotic behavior in national stock market indices: New evidence from the close returns test," Global Finance Journal, Elsevier, vol. 12(1), pages 35-53.
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- Graham Newell & Maurice Peat & Max Stevenson, 1997. "Testing for Evidence of Nonlinear Structure in Daily and Weekly United Kingdom Stock and Property Market Indicies," Working Paper Series 73, Finance Discipline Group, UTS Business School, University of Technology, Sydney.
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