Univariate Tests for Nonlinear Structure

In this paper, we discuss a number of univariate tests for independence and hidden nonlinear deterministic structure, and apply these tests to the Canadian exchange rate, using daily data over a 30-year period from January 2, 1973 to February 14, 2003

Year of publication:	[2007]
Authors:	Kyrtsou, Catherine
Other Persons:	Serletis, Apostolos (contributor)
Publisher:	[2007]: [S.l.] : SSRN
Subject:	Chaostheorie \| Chaos theory \| Nichtlineare Dynamik \| Nonlinear dynamics \| Wechselkurs \| Exchange rate \| Kanada \| Canada
Description of contents:	Abstract [papers.ssrn.com]

Check Google Scholar |

More access options

In German libraries (KVK)

Which error do you want to report?

Report: URL of this record is broken

Please note: Sometimes more than one URL is available for a resource. Please click on "More Options" to display these URLs

Report: Addition of an URL to that resource

Please note: Sometimes more than one URL is available for a resource. Please click on "More Options" to display these URLs

Report: The language(s) of that resource is/are…

Please note: Required language not in the list? Please use comment field

Report: Addition of an identifier to that resource

Report: report typo

Report: Add statement

Report: Add keywords

Please use the commentary box to describe other errors

Would you like to receive a feedback?

Commentary

Please type the code from the image

For general questions please use this address.

Persistent link: https://www.econbiz.de/10012776656

A service of the