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A Test for Independence Based on the Correlation Dimension
Brock, W.A.
;
Dechert, W.D.
;
Scheinkman, J.A.
;
LeBaron, B.
- In:
Econometric reviews
15
(
1996
)
3
,
pp. 197-236
Persistent link: https://www.econbiz.de/10006933496
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