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Nonlinear dynamics in economics and finance and unit root testing
Pavlidis, Efthymios G., (2013)
Business cycles, financial conditions and nonlinearities
Mendieta-Muñoz, Ivan, (2020)
Application of the moving Lyapunov exponent to the S&P 500 index to predict major declines
Tsakonas, Stefanos, (2022)
Wavelets in Econometrics: An Application to Outlier Testing
Greenblatt, Seth A., (1994)
Wavelets in econometrics : an application to outlier testing
A graphical analysis of a wavelet-based outlier test
Greenblatt, Seth A., (1995)