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Episodic nonlinearity in Latin American stock market indices
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Episodic nonlinearity in Latin American stock market indices (2006)Episodic nonlinearity in Latin American s…Modelling East Asian exchange rates: a Markov-switching approach (2004)Modelling East Asian exchange…The inadequacy of linear autoregressive model for real exchange rates: empirical evidence from Asian economies (2003)The inadequacy of linear auto…The cross-sectional and cross-temporal universality of nonlinear serial dependencies: Evidence from world stock indices and the Taiwan Stock Exchange (2003)The cross-sectional and cross…Can we explain the dynamics of the UK FTSE 100 stock and stock index futures markets? (2002)Can we explain the dynamics o…Bicorrelations and cross-bicorrelations as non-linearity tests and tools for exchange rate forecasting (2001)Bicorrelations and cross-bico…The behaviour of some UK equity indices: An application of Hurst and BDS tests (1999)The behaviour of some UK equi…Episodic nonstationarity in exchange rates (1998)Episodic nonstationarity in e…Market Efficiency, Thin Trading and Non‐linear Behaviour: Evidence from an Emerging Market (1997)Market Efficiency, Thin Tradi…Testing for non-linearity in daily sterling exchange rates (1996)Testing for non-linearity in …If Nonlinear Models Cannot Forecast, What Use Are They? (1996)If Nonlinear Models Cannot Fo…Nonlinear Dynamics in Real-Time Equity Market Indices: Evidence from the United Kingdom (1995)Nonlinear Dynamics in Real-Ti…Nonlinear Dynamics, Chaos, and Instability: Statistical Theory and Economic Evidence. (1993)Nonlinear Dynamics, Chaos, an…Nonlinear Dynamics, Chaos and Instability Statistical Theory and Economic Evidence. (1993)Nonlinear Dynamics, Chaos and…Chaos and Nonlinear Dynamics: Application to Financial Markets (1991)Chaos and Nonlinear Dynamics:…Nonlinear Dynamics and Stock Returns (1989)Nonlinear Dynamics and Stock …Evidence of Nonlinearity in Daily Stock Returns (1985)Evidence of Nonlinearity in D…EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK* (1970)Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation (1982)The equity premium: A puzzle (1985)Bulls, bears and market sheep (1990)The Behavior of Stock-Market Prices (1965)Efficient Capital Markets: A Review of Theory and Empirical Work (1970)“Chaos” in futures markets? A nonlinear dynamical analysis (1991)Which Artificial Intelligence Algorithm Better Predicts the Chinese Stock Market? (2018)Testing for Nonlinear Dependence in Daily Foreign Exchange Rates (1989)A test for independence based on the correlation dimension (1996)Uncovering Nonlinear Structure In Real-Time Stock-Market Indexes: The S&P 500, the DAX, the Nikkei 225, and the FTSE-100 (1997)Oil Prices and Equity Returns in the BRIC Countries (2009)Networks in financial markets based on the mutual information rate (2014)Generalized autoregressive conditional heteroskedasticity (1986)Testing for a Unit Root in Time Series Regression (1988)Time series forecasting with neural network ensembles: an application for exchange rate prediction (2001)The relationship between crude oil spot and futures prices: Cointegration, linear and nonlinear causality (2008)Contagion, decoupling and the spillover effects of the US financial crisis: Evidence from the BRIC markets (2013)Conditional Heteroskedasticity in Asset Returns: A New Approach (1991)Bayesian Analysis of Stochastic Volatility Models (1994)Parametric and Nonparametric Volatility Measurement (2010)Does realized skewness predict the cross-section of equity returns? (2015)A New Variance Ratio Test of Random Walk in Emerging Markets: A Revisit (2007)Testing the evolving efficiency of Arab stock markets (2009)Are US stock index returns predictable? Evidence from automatic autocorrelation-based tests (2011)A Langevin approach to stock market fluctuations and crashes (1998)Financial markets as nonlinear adaptive evolutionary systems (2001)Behavioral Rationality and Heterogeneous Expectations in Complex Economic Systems (2013)Long-range correlations and nonstationarity in the Brazilian stock market (2003)Application of multifractal measures to Tehran price index (2005)Evaluation of the adaptive market hypothesis as an evolutionary perspective on market efficiency: Evidence from the Tehran stock exchange (2014)Detecting Nonlinearity in Time Series: Surrogate and Bootstrap Approaches (2005)The Weak-form Efficiency of Chinese Stock Markets (2009)Advances in Statistical Forecasting Methods: An Overview (2018)An assessment of the economic value of non‐linear foreign exchange rate forecasts (1995)The Grip of History and the Scope for Novelty: Some Results and Open Questions on Path Dependence in Economic Processes (2006)
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References

  • 1991Chaos and Nonlinear Dynamics: Application to Financial Markets1,046 cited
  • 1989Nonlinear Dynamics and Stock Returns778 cited
  • 1993Nonlinear Dynamics, Chaos and Instability Statistical Theory and Economic Evidence.487 cited
  • 1985Evidence of Nonlinearity in Daily Stock Returns289 cited
  • 1996Testing for non-linearity in daily sterling exchange rates201 cited
  • 1997Market Efficiency, Thin Trading and Non‐linear Behaviour: Evidence from an Emerging Market175 cited
  • 1993Nonlinear Dynamics, Chaos, and Instability: Statistical Theory and Economic Evidence.153 cited
  • 1999The behaviour of some UK equity indices: An application of Hurst and BDS tests148 cited
  • 1995Nonlinear Dynamics in Real-Time Equity Market Indices: Evidence from the United Kingdom144 cited
  • 1998Episodic nonstationarity in exchange rates74 cited
  • 1996If Nonlinear Models Cannot Forecast, What Use Are They?73 cited
  • 2002Can we explain the dynamics of the UK FTSE 100 stock and stock index futures markets?66 cited
  • 2003The inadequacy of linear autoregressive model for real exchange rates: empirical evidence from Asian economies65 cited
  • 2003The cross-sectional and cross-temporal universality of nonlinear serial dependencies: Evidence from world stock indices and the Taiwan Stock Exchange61 cited

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  • 2001Bicorrelations and cross-bicorrelations as non-linearity tests and tools for exchange rate forecasting55 cited
  • 2004Modelling East Asian exchange rates: a Markov-switching approach31 cited
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