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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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Testing time series for nonlinearities : the BDS approach
Dechert, W. Davis - In: Nonlinear dynamics and economics : proceedings of the …, (pp. 191-200). 1996
Persistent link: https://www.econbiz.de/10001297246
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The identification of spurious Lyapunov exponents in Jacobian algorithms
Gençay, Ramazan (contributor);  … - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 1 (1996) 3, pp. 145-154
Persistent link: https://www.econbiz.de/10001769631
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The correlation integral and the independence of Gaussian and related processes
Dechert, W. Davis - 1994 - Rev
Persistent link: https://www.econbiz.de/10000896409
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Asset price behavior in complex environments
Brock, William A. - 1997
Persistent link: https://www.econbiz.de/10001460434
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Pathways to randomness in the economy : emergent nonlinearity and chaos in economics and finance
Brock, William A. - In: Estudios económicos 8 (1993) 1, pp. 3-55
Persistent link: https://www.econbiz.de/10001150713
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Spectral analysis cannot tell a macro-econometrician whether his time series came from a stochastic economy or a deterministic economy
Brock, William A.; Chamberlain, Gary - 1984
Persistent link: https://www.econbiz.de/10000911858
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Models of complexity in economics and finance
Brock, William A.; Hommes, Cars H. - 1997
Persistent link: https://www.econbiz.de/10000973851
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Nonlinear time series, complexity theory, and finance
Brock, William A.; DeLima, Pedro J. F. - 1995
Persistent link: https://www.econbiz.de/10000934803
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Nonlinear time series, complexity theory, and finance
Brock, William A. - 1996
Persistent link: https://www.econbiz.de/10001320253