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Nonlinear serial dependence in industrial stock returns
Ashley, Richard A. - In: Advances in mathematical programming and financial … 2 (1990), pp. 163-181
Persistent link: https://www.econbiz.de/10001103781
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Identification of the coefficients in a non-linear : time series of the quadratic type
Hinich, Melvin J.; Patterson, Douglas M. - In: Journal of Econometrics 30 (1985) 1-2, pp. 269-288
Persistent link: https://www.econbiz.de/10005228783
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Reply to Marsh's note
Hinich, Melvin J.; Patterson, Douglas M. - In: Journal of Econometrics 30 (1985) 1-2, pp. 297-299
Persistent link: https://www.econbiz.de/10005192777
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Evidence of nonlinearity in the trade-by-trade stock market return generating process
Hinich, Melvin J. - In: Economic complexity : chaos, sunspots, bubbles and …, (pp. 383-409). 1989
Persistent link: https://www.econbiz.de/10001275388
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Identification of the coefficients in a non-linear time series of the quadratic type
Hinich, Melvin J.
Persistent link: https://www.econbiz.de/10001265918
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Evidence of nonlinearity in daily stock returns
Hinich, Melvin J.; Patterson, Douglas M. - In: Journal of business & economic statistics : JBES ; a … 3 (1985) 1, pp. 69-77
Persistent link: https://www.econbiz.de/10003578630
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Detecting epochs of transient dependence in white noise
Hinich, Melvin J.; Patterson, Douglas M. - In: Money, measurement and computation, (pp. 61-75). 2006
Persistent link: https://www.econbiz.de/10003356929