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Nonlinear dynamics, chaos and instability : statistical theory and economic evidence
Brock, William A.; Hsieh, David A.; LeBaron, Blake Dean - 1991
Persistent link: https://www.econbiz.de/10013481599
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Finite sample properties of the BDS statistic
Hsieh, David A.; LeBaron, Blake Dean - 1990 - Rev
Persistent link: https://www.econbiz.de/10000848606
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A test for independence based on the correlation dimension
Brock, William A.; Scheinkman, José Alexandre; … - In: Econometric reviews 15 (1996) 3, pp. 197-235
Persistent link: https://www.econbiz.de/10001212116
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Simple technical trading rules and the stochastic properties of stock returns
Brock, William A. - In: The journal of finance : the journal of the American … 47 (1992) 5, pp. 1731-1764
Persistent link: https://www.econbiz.de/10001138543
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[Rezension von: Brock, William A., ..., Nonlinear dynamics, chaos, and instability]
Durlauf, Steven N. - In: Journal of economic literature 31 (1993) 1, pp. 232-234
Persistent link: https://www.econbiz.de/10001345822
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Testing for nonlinear dependence in daily foreign exchange rate changes
Hsieh, David A. - 1988
Persistent link: https://www.econbiz.de/10000766355
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Testing for nonlinear dependence in daily foreign exchange rates
Hsieh, David A. - In: The journal of business : B 62 (1989) 3, pp. 339-368
Persistent link: https://www.econbiz.de/10001069300
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Modeling heteroscedasticity in daily foreign-exchange rates
Hsieh, David A. - In: Journal of business & economic statistics : JBES ; a … 7 (1989) 3, pp. 307-317
Persistent link: https://www.econbiz.de/10001069384
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Chaos and nonlinear forecastability in economics and finance
LeBaron, Blake Dean - 1994
Persistent link: https://www.econbiz.de/10000904032
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Chaos and nonlinear forecastability in economics and finance
LeBaron, Blake Dean - 1995
Persistent link: https://www.econbiz.de/10000970323