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ArticleTesting for nonlinear dependence in daily stock indices

Thomas E. Willey1992

Article1992

Testing for nonlinear dependence in daily stock indices

Thomas E. Willey

64 citations·0/0 files stored·Journal of Economics and Business

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Complex Systems and Time Series Analysis Financial Markets and Investment Strategies Stock Market Forecasting Methods

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References

1982Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation 1970EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK*1970Efficient Capital Markets: A Review of Theory and Empirical Work 1989Nonlinear Dynamics and Stock Returns 1989Testing for Nonlinear Dependence in Daily Foreign Exchange Rates 1988Is the business cycle characterized by deterministic chaos?1986Distinguishing random and deterministic systems: Abridged version 2018The Economy as an Evolving Complex System

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2001Chaotic behavior in national stock market indices 2005Testing Predictability and Nonlinear Dependence in the Indian Stock Market 1998Deterministic nonlinearity in the stock returns of major European equity markets and the United States

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Year1992

Typearticle

Published1992-02-01

VenueJournal of Economics and Business

ISSN-L0148-6195

Languageen

Citations64

Files0 public / 0

ShelfComplex Systems and Time Series Analysis

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doi10.1016/0148-6195(92)90007-w

openalex_workW2011676959

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