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Introduction to the special issue on nonlinear time series

Hinich, Melvin J. - In: Macroeconomic dynamics 14 (2010), pp. 1-2

Persistent link: https://www.econbiz.de/10003981168

On testing for non-linear and time irreversible probabilistic structure in high frequency ASX financial time series data

Wild, Phillip; Foster, John - 2012

Persistent link: https://www.econbiz.de/10009563439

Time series test of nonlinear convergence and transitional dynamics

Chong, Terence Tai-Leung; Hinich, Melvin J.; Liew, … - In: Economics letters 100 (2008) 3, pp. 337-339

Persistent link: https://www.econbiz.de/10003768768

Detecting nonlinearity in time series : surrogate and bootstrap approaches

Hinich, Melvin J. (contributor); … - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 9 (2005) 4, pp. 1-13

Persistent link: https://www.econbiz.de/10003284297

Special issue on nonlinear time series

Hinich, Melvin J. (contributor) - 2010

Persistent link: https://www.econbiz.de/10003981170

Episodic nonlinearity in Latin American stock market indices

Bonilla, Claudio A.; Romero-Meza, Rafael; Hinich, Melvin J. - In: Applied economics letters 13 (2006) 3, pp. 195-199

Persistent link: https://www.econbiz.de/10003289190

Cross-correlations and cross-bicorrelations in Sterling exchange rates

Brooks, Chris; Hinich, Melvin J. - In: Journal of empirical finance 6 (1999) 4, pp. 385-404

Persistent link: https://www.econbiz.de/10001426372

Episodic nonlinearity in leading global currencies

Serletis, Apostolos; Malliaris, Anastasios G.; Hinich, … - In: Open economies review 23 (2012) 2, pp. 337-357

Persistent link: https://www.econbiz.de/10009633889

Episodic Nonlinearity in Leading Global Currencies

Malliaris, A. (Tassos) G. - 2011

We perform non-linearity tests using daily data for leading currencies that include the Australian dollar, British pound, Brazilian real, Canadian dollar, euro, Japanese yen, Mexican peso, and the Swiss franc to resolve the issue of whether these currencies are driven by fundamentals or...

Persistent link: https://www.econbiz.de/10013117747