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Testing for non-linear structure in an artificial financial market
Chen, Shu-Heng, (1999)
Indirect estimation of the parameters of agent based models of financial markets
Winker, Peter, (2001)
Analysis of dependence in the G11 countries' financial markets: simulation and empirical evidence
Silvapulle, Param, (2007)
Testing for AR(p) against IMA(1,q) disturbances in the linear regression model
Silvapulle, Paramsothy, (1992)
A score test for seasonal fractional integration and cointegration
Silvapulle, Paramsothy, (2001)