A Test for Independence Based on the Correlation Dimension
| Year of publication: |
1996
|
|---|---|
| Authors: | Brock, W.A. ; Dechert, W.D. ; Scheinkman, J.A. ; LeBaron, B. |
| Published in: |
Econometric reviews. - Philadelphia, Pa : Taylor & Francis, ISSN 0731-1761, ZDB-ID 7974632. - Vol. 15.1996, 3, p. 197-236
|