The Search for Chaos and Nonlinearities in Swedish Stock Index Returns
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References listed on IDEAS
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More about this item
KeywordsBDS test; neural networks; heteroscedasticity; deterministic systems;
- C22 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion Processes
NEP fieldsThis paper has been announced in the following NEP Reports:
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