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Cited by

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• 199611 Nonlinear time series, complexity theory, and finance86 cited
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• 2015A mutual information approach to calculating nonlinearity84 cited
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• 1998Episodic nonstationarity in exchange rates74 cited
• 1998A consistent nonparametric test for serial independence74 cited
• 1999Cross-correlations and cross-bicorrelations in Sterling exchange rates68 cited
• 2003Risk management based on stochastic volatility65 cited
• 2001Modelling the day-of-the-week effect in the Kuwait Stock Exchange: a nonlinear GARCH representation61 cited
• 2001Chaotic behavior in national stock market indices61 cited
• 1997Conditional volatility in foreign exchange rates: Evidence from the Malaysian ringgit and Singapore dollar57 cited
• 1998Nonlinearities and Nonstationarities in Stock Returns