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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
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Nonlinear serial dependence and the weak-form efficiency of Asian emerging stock markets
Lim, Kian-Ping; Brooks, Robert; Hinich, Melvin J. - In: Journal of international financial markets, … 18 (2008) 5, pp. 527-544
Persistent link: https://www.econbiz.de/10003775780
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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
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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
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The weak-form efficiency of Chinese stock markets : thin trading, nonlineartiy and episodic serial dependencies
Lim, Kian-Ping; Habibullah, Muzafar Shah; Hinich, Melvin J. - In: Journal of emerging market finance 8 (2009) 2, pp. 133-163
Persistent link: https://www.econbiz.de/10003905026
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Episodic nonlinearity and nonstationarity in Alberta's power and natural gas markets
Czamanski, Daniel Z.; Dormaar, Paul; Hinich, Melvin J.; … - In: Energy economics 29 (2007) 1, pp. 94-104
Persistent link: https://www.econbiz.de/10003413306
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In memoriam: Otto "Toby" Davis, 1934 - 2006
Hinich, Melvin J.; Munger, Michael C. - In: Public choice 128 (2006) 3/4, pp. 357-359
Persistent link: https://www.econbiz.de/10003379420
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Nonlinear event detection in the Chilean stock market
Romero-Meza, Rafael; Bonilla, Claudio A.; Hinich, Melvin J. - In: Applied economics letters 14 (2007) 13/15, pp. 987-991
Persistent link: https://www.econbiz.de/10003606690
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GARCH inadequacy for modelling exchange rates : empirical evidence from Latin America
Bonilla, Claudio A.; Romero-Meza, Rafael; Hinich, Melvin J. - In: Applied economics 39 (2007) 19/21, pp. 2529-2533
Persistent link: https://www.econbiz.de/10003608191
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Episodic nonlinear event detection in the Canadian exchange rate
Hinich, Melvin J.; Serletis, Apostolos - In: Journal of the American Statistical Association : JASA 102 (2007) 477, pp. 68-74
Persistent link: https://www.econbiz.de/10003430689