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 |
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