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Nearest neighbor forecasts of precious metal rates of return
Frank, Murray Z., (1993)
The interactive and causal relationships involving precious metal price movements : an analysis of the gold and silver markets
Chan, M. W. Luke, (1988)
The gold-silver spread : integration, cointegration, predictability, and ex-ante arbitrage
Wahab, Mamoud S., (1994)
The stability of Canadian macroeconomic data as measured by the largest Lyapunov exponent
Frank, Murray Z., (1988)
Chaotic dynamics in economic time-series