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• William A. Brock

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Paper provided by Wisconsin Madison - Social Systems in its series Working papers with number 366.

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Length: 18 pages
Date of creation: 1988
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Handle: RePEc:att:wimass:366

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Keywords: time series ; statistical analysis ; random functions;

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2. P. Solibakke, 2005. "Non-linear dependence and conditional heteroscedasticity in stock returns evidence from the norwegian thinly traded equity market," European Journal of Finance, Taylor and Francis Journals, vol. 11(2), pages 111-136, April. [Downloadable!] (restricted)
3. Domenico Mignacca & Mauro Gallegati, 1994. "Is US Real GNP Chaotic? On Using the BDS test to Decide Whether an ARMA Model forthe US GNP Genreates I.I.D. Residuals," International Finance 9410002, EconWPA, revised 09 Nov 1994. [Downloadable!]
4. Dominique Guegan, Guillaume Leorat, 1997. "Consistent estimation to determine the embedding dimension in financial data; with an application to the dollar/deutschmark exchange rate," European Journal of Finance, Taylor and Francis Journals, vol. 3(3), pages 231-242, September. [Downloadable!] (restricted)

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