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Brock, William A.
38
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23
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23
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15
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12
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Nonlinear dynamics, chaos, and instability: Statistical theory and economic evidence
Brock, William A.
;
Hsieh, David A.
;
LeBaron, Blake
; …
- In:
Journal of economic literature
31
(
1993
)
1
,
pp. 232-233
Persistent link: https://www.econbiz.de/10006869062
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2
Nonlinear Dynamics, Chaos, and Instability.
Brock, William A.
;
Hsieh, David A.
;
LeBaron, Blake
; …
- In:
The journal of finance : the journal of the American …
48
(
1993
)
1
,
pp. 404-406
Persistent link: https://www.econbiz.de/10006603708
Saved in:
3
Atomic Decomposition of Financial Data
Greenblatt, Seth A.
- In:
Computational economics
12
(
1998
)
3
,
pp. 275-294
Persistent link: https://www.econbiz.de/10007060311
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4
Introduction
Greenblatt, Seth A.
- In:
Computational economics
12
(
1998
)
3
,
pp. 201-202
Persistent link: https://www.econbiz.de/10007060316
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5
Tensor Methods of Full-Information Maximum Likelihood Estimation: Estimation with Parameter Constraints
Greenblatt, Seth A.
- In:
Computational economics
8
(
1995
)
4
,
pp. 267-282
Persistent link: https://www.econbiz.de/10007080726
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6
Tensor Methods for Full-Information Maximum Likelihood Estimation: Unconstrained Estimation
Greenblatt, Seth A.
- In:
Computational economics
7
(
1994
)
2
,
pp. 89-108
Persistent link: https://www.econbiz.de/10007087232
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7
A fast algorithm for the BDS statistic
LeBaron, Blake
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
2
(
1997
)
2
,
pp. 53-59
Persistent link: https://www.econbiz.de/10009949710
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8
Chaos and Order in the Capital Markets: A New View of Cycles, Prices and Market Volatility
Peters, Edgar E.
;
Hsieh, David A.
- In:
The journal of finance : the journal of the American …
48
(
1993
)
5
,
pp. 2041-2043
Persistent link: https://www.econbiz.de/10006603609
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9
A New Approach to International Arbitrage Pricing
Bansal, Ravi
;
Hsieh, David A.
;
Viswanathan, S.
- In:
The journal of finance : the journal of the American …
48
(
1993
)
5
,
pp. 1719-1748
Persistent link: https://www.econbiz.de/10006603628
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10
Performance Characteristics of Hedge Funds and Commodity Funds: Natural vs. Spurious Biases
Fung, William
;
Hsieh, David A.
- In:
Journal of financial and quantitative analysis : JFQA
35
(
2000
)
3
,
pp. 291-308
Persistent link: https://www.econbiz.de/10006697724
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