An out-of-sample test for nonlinearity in financial time series : an empirical application
Year of publication: |
2010
|
---|---|
Authors: | Panagiōtidēs, Theodōros |
Published in: |
Computational economics. - Dordrecht [u.a.] : Springer, ISSN 0927-7099, ZDB-ID 1142021-2. - Vol. 36.2010, 2, p. 121-132
|
Subject: | Zeitreihenanalyse | Time series analysis | Theorie | Theory | Schätzung | Estimation | Statistischer Test | Statistical test |
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