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Non-linear dynamics in international stock market returns

  • McMillan, David G.
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    File URL: http://www.sciencedirect.com/science/article/pii/S1058-3300(04)00034-5
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    Article provided by Elsevier in its journal Review of Financial Economics.

    Volume (Year): 14 (2005)
    Issue (Month): 1 ()
    Pages: 81-91

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    Handle: RePEc:eee:revfin:v:14:y:2005:i:1:p:81-91
    Contact details of provider: Web page: http://www.elsevier.com/locate/inca/620170

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