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Testing for nonlinear dependence in daily stock indices
16 references·3 citing·33 second hop
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References

  • 1982Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation20,684 cited
  • 1970EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK*15,723 cited
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  • 1988International chaos?

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51 cited
  • 1989Nonlinearities and chaotic effects in options prices38 cited
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    • 2001Chaotic behavior in national stock market indices61 cited
    • 2005Testing Predictability and Nonlinear Dependence in the Indian Stock Market20 cited
    • 1998Deterministic nonlinearity in the stock returns of major European equity markets and the United States19 cited