Author:
Hassani Hossein,Dionisio Andreia,Ghodsi Mansoureh
Subject
Applied Mathematics,Computational Mathematics,General Economics, Econometrics and Finance,General Engineering,General Medicine,Analysis
Reference64 articles.
1. W.A. Brock, W.D. Dechert, J. Scheinkman, A Test for independence based on the correlation dimension, Department of Economics, University of Wisconsin, University of Houston and University of Chicago, 1987 (Revised Version,1991; Brock, W.A., W.D. Dechert, J. Scheinkman and B. LeBaron)
2. Nonlinear dynamics in real-time equity market indices: Evidence from the United Kingdom;Abhyankar;The Economic Journal,1995
3. Distinguishing between stochastic and deterministic behavior in foreign exchange rate returns: Further evidence;Cecen;Economics Letters,1996
4. More stylized facts of financial markets: Leverage effect and downside correlations;Bouchaud;Physica A,2001
5. Proceedings of the Empirical Science of Financial Fluctuations;Drozdz,2001
Cited by
55 articles.
订阅此论文施引文献
订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献