Testing for nonlinear dependence in daily stock indices
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- Madhavan, Vinodh, 2013. "Nonlinearity in investment grade Credit Default Swap (CDS) Indices of US and Europe: Evidence from BDS and close-returns tests," Global Finance Journal, Elsevier, vol. 24(3), pages 266-279.
- Halkos, George & Tsilika, Kyriaki, 2014. "Nonlinear time series analysis of annual temperatures concerning the global Earth climate," MPRA Paper 59140, University Library of Munich, Germany.
- Shively, Philip A., 2003. "The nonlinear dynamics of stock prices," The Quarterly Review of Economics and Finance, Elsevier, vol. 43(3), pages 505-517.
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