Hinich, Melvin; Mendes, Eduardo; Stone, Lewi - In: Studies in Nonlinear Dynamics & Econometrics 9 (2007) 4, pp. 1268-1268
Detecting nonlinearity in financial time series is a key point when the main interest is to understand the generating process. One of the main tests for testing linearity in time series is the Hinich Bispectrum Nonlinearity Test (HINBIN). Although this test has been succesfully applied to a vast...