An Out-of-Sample Test for Nonlinearity in Financial Time Series: An Empirical Application
| Year of publication: |
2010
|
|---|---|
| Authors: | Panagiotidis, Theodore |
| Published in: |
Computational Economics. - Society for Computational Economics - SCE, ISSN 0927-7099. - Vol. 36.2010, 2, p. 121-132
|
| Publisher: |
Society for Computational Economics - SCE |
| Subject: | Nearest neighbour | Nonlinearity |
| Extent: | text/html |
|---|---|
| Type of publication: | Article |
| Source: |
Persistent link: https://www.econbiz.de/10008526441