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Test for serial independence and linearity based on correlation integrals
Diks, Cees G. H., (2002)
The Role of Domestic and Foreign Investors in a Simple Model of Speculative Attacks
Diks, Cees G. H., (2005)
Detecting serial dependence in tail events : a test dual to the BDS test
Diks, Cees G. H., (2003)