1. Einblicke in die Gründe für nicht-normalverteilte Immobilienrenditen: eine explorative Untersuchung deutscher Wohnimmobilienportfolios. (2018). Krieger, Patrick ; Wellner, Kristin ; Lausberg, Carsten.
   In: Zeitschrift für Immobilienökonomie (German Journal of Real Estate Research).
   RePEc:spr:gjorer:v:4:y:2018:i:1:d:10.1365_s41056-019-0026-8.

   Full description at Econpapers || Download paper

2. An investigation of regime shifts in UK commercial property returns: a time series analysis. (2015). Coleman, Simeon ; Leone, Vitor.
   In: Applied Economics.
   RePEc:taf:applec:v:47:y:2015:i:60:p:6479-6492.

   Full description at Econpapers || Download paper

3. Time-series characteristics of UK commercial property returns: Testing for multiple changes in persistence.. (2012). Coleman, Simeon ; Simeon Coleman Author name: Vitor Leone, .
   In: NBS Discussion Papers in Economics.
   RePEc:nbs:wpaper:2012/03.

   Full description at Econpapers || Download paper

1. Abhyankar, A., Copeland L. S., & Wong, W. (1997). Uncovering nonlinear structure in real-time stock-market indexes: The S&P 500, the DAX, the Nikkei 225, and the FTSE-100. Journal of Business & Economic Statistics, 15(1), 1–14.

2. Abhyankar, A., Copeland, L. S., & Wong, W. (1995). Nonlinear dynamics in real-time equity market indices: Evidence from the U.K. Economic Journal, 105, 864–880.

3. Andrews, D. (1991). Heteroskedasticity and autocorrelation consistent covariance matrix estimation. Econometrica, 59, 817–854.

4. Barnett, W. A., Gallant, A. R., & Hinich, M. J. (1997). A single-blind controlled competition among tests for nonlinearity and chaos. Journal of Econometrics, 82, 157–192.

5. Belaire-Franch, J. (2003). A note on resampling the integration across the correlation integral with alternative ranges. Econometric Reviews, 22, 337–349.

6. Belaire-Franch, J., & Opong, K. K. (2005). Some evidence of random walk behaviour of euro exchange rates using ranks and signs. Journal of Banking and Finance, 29, 1631–1643.

7. Bierens, H. (1997). Testing the unit root with drift hypothesis against nonlinear trend stationarity, with an application to the U.S. price level and interest rate. Journal of Econometrics, 81, 29–64.

8. Brealey, R. A. (1970). The distribution and independence of successive rates of return from the British equity market. Journal of Business Finance, 2, 29–40.
   Paper not yet in RePEc: Add citation now
   
9. Brooks, C., & Tsolacos, S. (2001a). Forecasting real estate returns using financial spreads. Journal of Property Research, 3, 235–248.
   Paper not yet in RePEc: Add citation now
   

10. Brooks, C., & Tsolacos, S. (2001b). Linkages between property asset returns and interest rates: Evidence for the UK. Applied Economics, 33, 711–719.

11. Campbell, B., & Dufour, J.-M. (1997). Exact nonparametric tests of orthogonality and random walk in the presence of a drift parameter. International Economic Review, 38, 151–173.

12. Cochrane, J. (1988). How big is the random walk in GDP? Journal of Political Economy, 96(5), 893–920.
    Paper not yet in RePEc: Add citation now
    

13. Connock, M. (2002). Is arbitrage possible in the housing market? Applied Economics Letters, 9, 91–93.

14. Cunningham, S. W. (1973). The predictability of british stock market prices. Applied Statistics, 22, 215–231.

15. Cushman, D. O. (2002). Nonlinear trends and co-trending in canadian money demand. Studies in Nonlinear Dynamics & Econometrics, 6, 1–27.

16. Davidson, R., & Flachaire, E. (2000). The wild bootstrap, tamed at last. Mimeo, GREQAM, Université de la Mediternée.

17. Dryden, M. M. (1970). A statistical study of U.K. share prices. Scottish Journal of Political Economy, 17, 369–389.

18. Finkenstadt, B., & Kuhbier, P. (1995). Forecasting nonlinear economic time series: A simple test to accompany the nearest neighbor approach. Empirical Economics, 20, 243–263.

19. Garino, G., & Sarno, L. (2004). Speculative bubbles in U.K. house prices: Some new evidence. Southern Economic Journal, 4, 777–795.

20. Gencay, R., & Dechert, W. (1992). An algorithm for the n Lyapunov exponents of an n-dimensional unknown dynamical system. Physica D, 59, 142–157.
    Paper not yet in RePEc: Add citation now
    
21. Hobijn, B., Franses, P. H., & Ooms, M. (1998). Generalizations of the kpss-test for stationarity. Report 9802/A, Econometric Institute, Erasmus University Rotterdam.
    Paper not yet in RePEc: Add citation now
    

22. Hsieh, D. A. (1991). Chaos and nonlinear dynamics: Application to financial markets. The Journal of Finance, 46, 1839–1877.

23. Johansen, S., & Juselius, K. (1990). Maximum likelihood estimation and inference on cointegration with applications to the demand for money. Oxford Bulletin of Economics and Statistics, 52, 169–210.

24. Kaplan, D. T. (1994). Exceptional events as evidence for determinism. Physica D, 73(1–2), 38–48.
    Paper not yet in RePEc: Add citation now
    
25. Kendall, M. G. (1953). The analysis of economic time-series. Part I: Prices. Journal of the Royal Statistical Society, 96, 11–25.
    Paper not yet in RePEc: Add citation now
    

26. Kleiman, R. T., Payne, J. E., & Sahu, A. P. (2002). Random walks and market efficiency: Evidence from international real estate markets. Journal of Real Estate Research, 24, 279–297.

27. Kwiatkowski, D., Phillips, P., Schmidt, P., & Shin, Y. (1992). Testing the null hypothesis of stationarity against the alternative of a unit root. Journal of Econometrics, 54, 159–178.
    Paper not yet in RePEc: Add citation now
    
28. Lee S., & Ward, C. W. R. (2000). Persistence of UK real estate returns: A markov chain analysis. Journal of Asset Management, 1(3), 217–230.
    Paper not yet in RePEc: Add citation now
    
29. Lee, T., White, H., & Granger, C. W. J. (1993). Testing for neglected nonlinearity in time series models. Journal of Econometrics, 56, 269–290.
    Paper not yet in RePEc: Add citation now
    

30. Liu, C. Y., & He, J. (1991). A variance ratio test of random walks in foreign exchange rates. Journal of Finance, 46, 773–785.

31. Lo, A. W., & Mackinlay, A. C. (1988). Stock market prices do not follow random walks: Evidence from a simple specification test. The Review of Financial Studies, 1, 41–66.

32. Lo, A. W., & Mackinlay, A. C. (1989). The size and power variance ratio test in finite samples: A Monte Carlo investigation. Journal of Econometrics, 40, 203–238.

33. Luger, R. (2003). Exact non-parametric tests for a random walk with unknown drift under conditional heteroscedasticity. Journal of Econometrics, 115, 259–276.

34. Macgregor, B. D., & Schwann, G. M. (2003). Common features in UK commercial real estate returns. Journal of Property Research, 20, 23–48.

35. Newey, W., & West, K. (1994). Automatic lag selection in covariance estimation. Review of Economic Studies, 61, 631–654.

36. Ng, S., & Perron, P. (2001). Lag length selection and the construction of unit root tests with good size and power. Econometrica, 69, 1519–1554.

37. Nychka, D., Ellner, S., Gallant, A. R., & McCaHrey, D. (1992). Finding chaos in noisy system. Journal of the Royal Statistical Society, Series B, 54, 399–426.
    Paper not yet in RePEc: Add citation now
    

38. Opong, K. K., Mulholland, G., Fox, A. F., & Farahmand, K. (1999). The behaviour of some U.K. equity indices: An application of hurst and bds tests. Journal of Empirical Finance, 6, 267–282.

39. Pan, M.-S., Liu, Y. A., & Bastin, H. (1996). An examination of the short-term and long-term behaviour of foreign exchange rates. Financial Review, 31, 603–622.

40. Payne, J. E., & Sahu, A. P. (2004). Random walks, co-integration, and the transmission of shocks across global real estate and equity markets. Journal of Economics and Finance, 28, 198–210.

41. Perron, P., & Ng, S. (1996). Useful modifications to unit root tests with dependent errors and their local asymptotic properties. Review of Economic Studies, 63, 435–465.

42. Phillips, P., & Perron, P. (1988). Testing for a unit root in time series regression. Biometrika, 75, 335–346.
    Paper not yet in RePEc: Add citation now
    
43. Poon, H., & Taylor, S. J. (1992). Stock return and volatility: An empirical study of U.K. stock market. Journal of Banking and Finance, 16, 37–59.
    Paper not yet in RePEc: Add citation now
    

44. Psaradakis, Z. (2000). p-Value adjustments for multiple tests for nonlinearity. Studies in Nonlinear Dynamics and Econometrics, 4, 95–100.

45. Rosenstein, M. T., Collins, J. J., & De Luca, C. J. (1993). A practical method for calculating largest Lyapunov exponents from small data sets. Physica D, 65, 117–134.
    Paper not yet in RePEc: Add citation now
    

46. Scheinkman, J., & LeBaron, B. (1989). Nonlinear dynamics and stock returns. Journal of Business, 62(3), 311–337.

47. Schreiber, T., & Schmitz, A. (1996). Improved surrogate data for nonlinearity tests. Physical Review Letters, 77, 635.
    Paper not yet in RePEc: Add citation now
    

48. Shintani, M., & Linton, O. (2004). Nonparametric neural network estimation of Lyapunov exponents and a direct test for chaos. Journal of Econometrics, 120, 1–33.

49. Teräsvirta, T., Lin, C. F., & Granger, C. W. J. (1993). Power of the neural network linearity test. Journal of Time Series Analysis, 14(2), 209–220.

50. Theiler, J., Eubank, S., Longtin, A., Galdrikian, B., & Farmer, J. D. (1992). Testing for nonlinearity in time series: The method of surrogate data. Physica D, 58, 77–94.
    Paper not yet in RePEc: Add citation now
    

51. Whang, Y. J., & Linton, O. (1999). The asymptotic distribution of nonparametric estimates of the Lyapunov exponent for stochastic time series. Journal of Econometrics, 91, 1–42.

52. White, H. (1989). An additional hidden unit test for neglected nonlinearity in multilayer feedforward networks. In Proceedings of the international joint conference on neural networks, Washington, DC (pp. 451–455). New York: IEEE Press.
    Paper not yet in RePEc: Add citation now
    

53. Willey, T. (1992). Testing for nonlinear dependence in daily stock indices. Journal of Economics and Business, 44, 63–76.

54. Wolf, A., Swift, J., Swinney, H., & Vastano, J. (1985). Determining Lyapunov exponents from a time series. Physica D, 16, 285–317.
    Paper not yet in RePEc: Add citation now
    

55. Wright, J. H. (2000). Alternative variance-ratio tests using ranks and signs. Journal of Business & Economic Statistics, 18, 1–9.

1. Efficient Market Hypothesis in South Africa: Evidence from Linear and Nonlinear Unit Root Tests. (2015). Phiri, Andrew.
   In: Managing Global Transitions.
   RePEc:mgt:youmgt:v:13:y:2015:i:4:p:369-387.

   Full description at Econpapers || Download paper

2. Chaotic Structure of the BRIC Countries and Turkeys Stock Market. (2015). Gunay, Samet.
   In: International Journal of Economics and Financial Issues.
   RePEc:eco:journ1:2015-02-24.

   Full description at Econpapers || Download paper

3. Nonlinear volatility models in economics: smooth transition and neural network augmented GARCH, APGARCH, FIGARCH and FIAPGARCH models. (2012). Ersin, Özgür ; Bildirici, Melike.
   In: MPRA Paper.
   RePEc:pra:mprapa:40330.

   Full description at Econpapers || Download paper

4. MARTINGALES, NONLINEARITY, AND CHAOS. (2012). Serletis, Apostolos ; Barnett, William.
   In: WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS.
   RePEc:kan:wpaper:201225.

   Full description at Econpapers || Download paper

5. NONLINEAR AND COMPLEX DYNAMICS IN ECONOMICS. (2012). Serletis, Apostolos ; Barnett, William ; Medio, Alfredo .
   In: WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS.
   RePEc:kan:wpaper:201223.

   Full description at Econpapers || Download paper

6. Chaotic Time Series Analysis in Economics: Balance and Perspectives. (2011). Faggini, Marisa.
   In: Working papers.
   RePEc:tur:wpaper:25.

   Full description at Econpapers || Download paper

7. Nonlinear Dynamics of the Russian Stock Market in Problems of Risk Management. (2011). Borusyak, K..
   In: Journal of the New Economic Association.
   RePEc:nea:journl:y:2011:i:11:p:85-105.

   Full description at Econpapers || Download paper

8. A search for long-range dependence and chaotic structure in Indian stock market. (2011). Bhanumurthy, N R ; Mishra, Ritesh ; Sehgal, Sanjay.
   In: Review of Financial Economics.
   RePEc:eee:revfin:v:20:y:2011:i:2:p:96-104.

   Full description at Econpapers || Download paper

9. Recurrence quantification analysis of global stock markets. (2011). Caiado, Jorge ; Bastos, João.
   In: Physica A: Statistical Mechanics and its Applications.
   RePEc:eee:phsmap:v:390:y:2011:i:7:p:1315-1325.

   Full description at Econpapers || Download paper

10. Of Copulas, Quantiles, Ranks and Spectra - An L1-Approach to Spectral Analysis. (2011). Hallin, Marc ; Kley, Tobias ; Volgushev, Stanislav ; Dette, Holger.
    In: Working Papers ECARES.
    RePEc:eca:wpaper:2013/104763.

    Full description at Econpapers || Download paper

11. Testing for Neglected Nonlinearity in Weekly Foreign Exchange Rates. (2011). Sadique, Shibley M..
    In: Review of Economics & Finance.
    RePEc:bap:journl:110306.

    Full description at Econpapers || Download paper

12. Financial Integration of North Africa Stock Markets. (2009). Onour, Ibrahim.
    In: MPRA Paper.
    RePEc:pra:mprapa:14938.

    Full description at Econpapers || Download paper

13. Is Malaysian Stock Market Efficient? Evidence from Threshold Unit Root Tests. (2009). Munir, Qaiser ; Mansur, Kasim.
    In: Economics Bulletin.
    RePEc:ebl:ecbull:eb-09-00250.

    Full description at Econpapers || Download paper

14. Is There Any International Diversification Benefits in ASEAN Stock Markets?. (2009). Liew, Venus ; Lim, Kian-Ping ; Lee, Hock-Ann.
    In: Economics Bulletin.
    RePEc:ebl:ecbull:eb-08f30074.

    Full description at Econpapers || Download paper

15. Financial Integration of North Africa Stock Markets. (2009). Onour, Ibrahim.
    In: API-Working Paper Series.
    RePEc:api:apiwps:0908.

    Full description at Econpapers || Download paper

16. Random walk and breaking trend in financial series: An econometric critique of unit root tests. (2008). Saadi, Samir ; Rahman, Abdul.
    In: Review of Financial Economics.
    RePEc:eee:revfin:v:17:y:2008:i:3:p:204-212.

    Full description at Econpapers || Download paper

17. A dynamic factor approach to nonlinear stability analysis. (2008). Shintani, Mototsugu.
    In: Journal of Economic Dynamics and Control.
    RePEc:eee:dyncon:v:32:y:2008:i:9:p:2788-2808.

    Full description at Econpapers || Download paper

18. Non-stationarity and Non-linearity in Stock Prices: Evidence from the OECD Countries. (2008). Chen, Shyh-Wei.
    In: Economics Bulletin.
    RePEc:ebl:ecbull:v:3:y:2008:i:11:p:1-11.

    Full description at Econpapers || Download paper

19. Rational Bubbles in the Korea Stock Market? Further Evidence based on Nonlinear and Nonparametric Cointegration Tests. (2008). Chang, Tsangyao ; Liu, Wen-Chi.
    In: Economics Bulletin.
    RePEc:ebl:ecbull:eb-08c30021.

    Full description at Econpapers || Download paper

20. Non-stationarity and Non-linearity in Stock Prices: Evidence from the OECD Countries. (2008). Chen, Shyh-Wei.
    In: Economics Bulletin.
    RePEc:ebl:ecbull:eb-08c20012.

    Full description at Econpapers || Download paper

21. A Nonparametric Variance-Ratio Test of the Behavior of U.K. Real Estate and Construction Indices. (2007). Belaire-Franch, Jorge ; McGreal, Stanley ; Opong, Kwaku K. ; Webb, James R..
    In: International Real Estate Review.
    RePEc:ire:issued:v:10:n:02:2007:p:94-112.

    Full description at Econpapers || Download paper

22. Convergencia y Estabilidad de los Tipos de Cambio Europeos: Una Aplicación de Exponentes de Lyapunov. (2007). Mateos de Cabo, Ruth ; Gimeno, Ricardo ; Escot, Lorenzo ; Olmedo, Elena.
    In: Latin American Journal of Economics-formerly Cuadernos de Economía.
    RePEc:ioe:cuadec:v:44:y:2007:i:129:p:91-108.

    Full description at Econpapers || Download paper

23. Asymmetric temporary and permanent stock-price innovations. (2007). Shively, Philip A..
    In: Journal of Empirical Finance.
    RePEc:eee:empfin:v:14:y:2007:i:1:p:120-130.

    Full description at Econpapers || Download paper

24. Stock Prices and Dividends in Taiwans Stock Market: Evidence Based on Time-Varying Present Value Model. (2007). Chen, Yahn-Shir ; Chang, Hsu-Ling ; Su, Chi-Wei.
    In: Economics Bulletin.
    RePEc:ebl:ecbull:v:7:y:2007:i:4:p:1-12.

    Full description at Econpapers || Download paper

25. Stock Prices and Dividends in Taiwans Stock Market: Evidence Based on Time-Varying Present Value Model. (2007). Chen, Yahn-Shir ; Chang, Hsu-Ling ; Su, Chi-Wei.
    In: Economics Bulletin.
    RePEc:ebl:ecbull:eb-07g10003.

    Full description at Econpapers || Download paper

26. Direction-of-Change Forecasting using a Volatility- Based Recurrent Neural Network. (2006). Georgoutsos, Dimitris ; Bekiros, Stelios.
    In: CeNDEF Working Papers.
    RePEc:ams:ndfwpp:06-16.

    Full description at Econpapers || Download paper

27. Are the Australian and New Zealand stock prices nonlinear with a unit root?. (2005). Narayan, Paresh.
    In: Applied Economics.
    RePEc:taf:applec:v:37:y:2005:i:18:p:2161-2166.

    Full description at Econpapers || Download paper

28. A Variance Ratio Test of the Behaviour of Some FTSE Equity Indices Using Ranks and Signs. (2005). Belaire-Franch, Jorge ; Opong, Kwaku.
    In: Review of Quantitative Finance and Accounting.
    RePEc:kap:rqfnac:v:24:y:2005:i:1:p:93-107.

    Full description at Econpapers || Download paper

29. Does Rational Bubbles Exist in the Taiwan Stock Market? Evidence from a Nonparametric Cointegration Test. (2005). Chang, Tsangyao ; Chu, Hsiao-Ping ; Su, Chi-Wei.
    In: Economics Bulletin.
    RePEc:ebl:ecbull:v:3:y:2005:i:41:p:1-9.

    Full description at Econpapers || Download paper

30. Does Rational Bubbles Exist in the Taiwan Stock Market? Evidence from a Nonparametric Cointegration Test. (2005). Chang, Tsangyao ; Chu, Hsiao-Ping ; Su, Chi-Wei.
    In: Economics Bulletin.
    RePEc:ebl:ecbull:eb-05c50005.

    Full description at Econpapers || Download paper

31. Sources of Industry and Country Effects in Firm Level Returns. (2004). Phylaktis, Kate ; Xia, Lichuan .
    In: Money Macro and Finance (MMF) Research Group Conference 2004.
    RePEc:mmf:mmfc04:10.

    Full description at Econpapers || Download paper

32. A Dynamic Factor Approach to Nonlinear Stability Analysis. (2004). Shintani, Mototsugu.
    In: Levine's Bibliography.
    RePEc:cla:levrem:122247000000000621.

    Full description at Econpapers || Download paper

33. Weak-form Efficient Market Hypothesis, Behavioural Finance and Episodic Transient Dependencies: The Case of the Kuala Lumpur Stock Exchange. (2003). Liew, Venus ; Lim, Kian-Ping ; Wong, Hock-Tsen.
    In: Finance.
    RePEc:wpa:wuwpfi:0312012.

    Full description at Econpapers || Download paper

34. International Diversification Benefits in ASEAN Stock Markets: a Revisit. (2003). Liew, Venus ; Lim, Kian-Ping ; Lee, Hock-Ann.
    In: Finance.
    RePEc:wpa:wuwpfi:0308003.

    Full description at Econpapers || Download paper

35. Testing for Non-Linearity in ASEAN Financial Markets. (2003). Liew, Venus ; Lim, Kian-Ping.
    In: Finance.
    RePEc:wpa:wuwpfi:0308002.

    Full description at Econpapers || Download paper

36. Are Non-Linear Dynamics a Universal Occurrence? Further Evidence From Asian Stock Markets. (2003). Liew, Venus ; Lim, Kian-Ping ; Habibullah, Muzafar Shah ; Azali, M..
    In: Finance.
    RePEc:wpa:wuwpfi:0308001.

    Full description at Econpapers || Download paper

37. The Role of Intra-Day and Inter-Day Data Effects in Determining Linear and Nonlinear Granger Causality Between Australian Futures and Cash Index Markets. (2003). Eldridge, R. M. ; Stevenson, Max ; Peat, Maurice.
    In: Working Paper Series.
    RePEc:uts:wpaper:122.

    Full description at Econpapers || Download paper

38. Nonparametric neural network estimation of Lyapunov exponents and a direct test for chaos. (2003). Shintani, Mototsugu ; LINTON, OLIVER.
    In: LSE Research Online Documents on Economics.
    RePEc:ehl:lserod:2097.

    Full description at Econpapers || Download paper

39. The nonlinear dynamics of stock prices. (2003). Shively, Philip A..
    In: The Quarterly Review of Economics and Finance.
    RePEc:eee:quaeco:v:43:y:2003:i:3:p:505-517.

    Full description at Econpapers || Download paper

40. Explaining movements in UK stock prices:. (2003). Sensier, Marianne ; Osborn, Denise ; Aslanidis, Nektarios.
    In: Working Papers.
    RePEc:crt:wpaper:0302.

    Full description at Econpapers || Download paper

41. Nonparametric neutral network estimation of lyapunov exponents and a direct test for chaos. (2002). Shintani, Mototsugu ; LINTON, OLIVER.
    In: LSE Research Online Documents on Economics.
    RePEc:ehl:lserod:58170.

    Full description at Econpapers || Download paper

42. Nonparametric neural network estimation of Lyapunov exponents and a direct test for chaos. (2002). Shintani, Mototsugu ; LINTON, OLIVER.
    In: LSE Research Online Documents on Economics.
    RePEc:ehl:lserod:2093.

    Full description at Econpapers || Download paper

43. The dual contributions of information instruments in return models: magnitude and direction predictability. (2002). Sivakumar, Ranjini ; Turtle, Harry ; Korkie, Bob .
    In: Journal of Empirical Finance.
    RePEc:eee:empfin:v:9:y:2002:i:5:p:511-523.

    Full description at Econpapers || Download paper

44. Entropy and predictability of stock market returns. (2002). Racine, Jeffrey ; Maasoumi, Esfandiar.
    In: Journal of Econometrics.
    RePEc:eee:econom:v:107:y:2002:i:1-2:p:291-312.

    Full description at Econpapers || Download paper

45. Chaotic behavior in national stock market indices: New evidence from the close returns test. (2001). McKenzie, Michael D..
    In: Global Finance Journal.
    RePEc:eee:glofin:v:12:y:2001:i:1:p:35-53.

    Full description at Econpapers || Download paper

46. Linear and nonlinear dependence in Turkish equity returns and its consequences for financial risk management. (2001). KÜÇÜKÖZMEN, CUMHUR ; Harris, Richard ; Harris, Richard D. F., .
    In: European Journal of Operational Research.
    RePEc:eee:ejores:v:134:y:2001:i:3:p:481-492.

    Full description at Econpapers || Download paper

47. Martingales, nonlinearity, and chaos. (2000). Serletis, Apostolos ; Barnett, William.
    In: Journal of Economic Dynamics and Control.
    RePEc:eee:dyncon:v:24:y:2000:i:5-7:p:703-724.

    Full description at Econpapers || Download paper

48. Martingales, Nonlinearity, and Chaos. (1998). Serletis, Apostolos ; Barnett, William.
    In: Econometrics.
    RePEc:wpa:wuwpem:9805003.

    Full description at Econpapers || Download paper

49. Tick size, the compass rose and market nanostructure. (1998). Szpiro, George G..
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:22:y:1998:i:12:p:1559-1569.

    Full description at Econpapers || Download paper

50. Nonlinear and Complex Dynamics in Economics. (1997). Serletis, Apostolos ; Medio, Alfredo ; Barnett, William.
    In: Econometrics.
    RePEc:wpa:wuwpem:9709001.

    Full description at Econpapers || Download paper

Report date: 2025-09-21 00:11:17 || Missing content? Let us know