1. .

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2. Recurrence plots analysis of the CNY exchange markets based on phase space reconstruction. (2017). Lin, Qing-Wen ; Yao, Can-Zhong.
   In: The North American Journal of Economics and Finance.
   RePEc:eee:ecofin:v:42:y:2017:i:c:p:584-596.

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3. On the Predictive Content of Nonlinear Transformations of Lagged Autoregression Residuals and Time Series Observations. (2016). Rossen, Anja.
   In: Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik).
   RePEc:jns:jbstat:v:236:y:2016:i:1:p:389-409.

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4. Electricity prices forecast analysis using the extreme value theory. (2016). Klotzle, Marcelo ; de Paula, Mario Domingues ; Gomes, Leonardo Lima ; Figueiredo, Antonio Carlos.
   In: International Journal of Financial Markets and Derivatives.
   RePEc:ids:ijfmkd:v:5:y:2016:i:1:p:1-22.

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5. Forecasting the US CPI: Does Nonlinearity Matter?. (2015). GUPTA, RANGAN ; Alvarez-Diaz, Marcos.
   In: Working Papers.
   RePEc:pre:wpaper:201512.

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6. On the predictive content of nonlinear transformations of lagged autoregression residuals and time series observations. (2014). Rossen, Anja.
   In: HWWI Research Papers.
   RePEc:zbw:hwwirp:157.

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7. The Nexus between Natural Gas Spot and Futures Prices at NYMEX: Do Weather Shocks and Non-Linear Causality in Low Frequencies Matter?. (2013). Madlener, Reinhard ; Dergiades, Theologos ; Christofidou, Georgia.
   In: FCN Working Papers.
   RePEc:ris:fcnwpa:2012_017.

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8. PRIVATE INVESTMENT AND FISCAL POLICY IN PAKISTAN. (2013). Malik, Afia ; Kazmi, Mumtaz.
   In: Journal of Economic Development.
   RePEc:jed:journl:v:38:y:2013:i:1:p:83-109.

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9. A stochastic generalized Nash-Cournot model for the northwestern European natural gas markets: The S-GaMMES model. (2013). Jouvet, Pierre-André ; ABADA, Ibrahim.
   In: Working Papers.
   RePEc:cec:wpaper:1308.

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10. Frequency Effects on Predictability of Stock Returns. (2013). Fiedor, Paweł.
    In: Papers.
    RePEc:arx:papers:1310.5540.

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11. A stochastic generalized Nash-Cournot model for the northwestern European natural gas markets with a fuel substitution demand function: The S-GaMMES model. (2012). ABADA, Ibrahim.
    In: Working Papers.
    RePEc:cec:wpaper:1202.

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12. Weak-form market efficiency and calendar anomalies for Eastern Europe equity markets. (2010). Gupta, Rakesh ; Guidi, Francesco ; Maheshwari, Suneel.
    In: MPRA Paper.
    RePEc:pra:mprapa:21984.

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13. Market efficiency and the Euro: the case of the Athens stock exchange. (2010). Panagiotidis, Theodore.
    In: Empirica.
    RePEc:kap:empiri:v:37:y:2010:i:3:p:237-251.

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14. Testing for the Sustainability of the Current Account Deficit in Four Industrial Countries: A Revisitation. (2010). Chen, Shyh-Wei.
    In: Economics Bulletin.
    RePEc:ebl:ecbull:eb-09-00313.

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15. Nonlinear and chaotic patterns in Japanese video game console sales and consequences for management control. (2009). Moris, Karen ; BONACHE, Adrien.
    In: MPRA Paper.
    RePEc:pra:mprapa:18196.

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16. Large shocks in U.S. macroeconomic time series: 1860–1988. (2009). Darné, Olivier ; CHARLES, Amelie.
    In: Working Papers.
    RePEc:hal:wpaper:hal-00422502.

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17. Model selection, estimation and forecasting in VAR models with short-run and long-run restrictions. (2009). Vahid, Farshid ; Issler, João ; Guillén, Osmani ; Athanasopoulos, George ; Soares, Wagner ; Neri, Marcelo ; Gomes, Fabio Augusto Reis, .
    In: FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE).
    RePEc:fgv:epgewp:688.

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18. Testing the optimality of aggregate consumption decisions: is there rule-of-thumb behavior?. (2009). Issler, João ; Gomes, Fábio ; Gomes, Fabio Augusto Reis, .
    In: FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE).
    RePEc:fgv:epgewp:682.

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19. In Quest of Truth: The War of Methods in Economics. (2008). Pillai N., Vijayamohanan, .
    In: MPRA Paper.
    RePEc:pra:mprapa:8866.

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20. Les ventes de produits innovants à la mode sont-elles chaotiques? Le cas des ventes de Game Boy au Japon.. (2008). BONACHE, Adrien.
    In: MPRA Paper.
    RePEc:pra:mprapa:12964.

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21. A unified approach to standardized-residuals-based correlation tests for GARCH-type models. (2008). Chen, Yi-Ting.
    In: Journal of Applied Econometrics.
    RePEc:jae:japmet:v:23:y:2008:i:1:p:111-133.

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22. Exchange Rates and Fundamentals: Footloose or Evolving Relationship?. (2008). Valente, Giorgio ; Sarno, Lucio.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:6638.

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23. Maturities, Nonlinearities, and the International Transmission of Short-Term Interest Rates. (2008). MOUGOUE, Mbodja ; AJAYI, Richard A. ; Noula, Armand Gilbert.
    In: Review of Applied Economics.
    RePEc:ags:reapec:50009.

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24. Is South Koreas stock market efficient? A note. (2007). Saadi, Samir ; Rahman, Abdul H..
    In: Applied Economics Letters.
    RePEc:taf:apeclt:v:14:y:2007:i:1:p:71-74.

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25. A Test for Serial Dependence Using Neural Networks. (2007). Kapetanios, George.
    In: Working Papers.
    RePEc:qmw:qmwecw:wp609.

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26. A new Model for Stock Price Movements. (2007). Venier, Guido.
    In: MPRA Paper.
    RePEc:pra:mprapa:9146.

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27. EFECTO FIN DE SEMANA Y FIN DE MES EN EL MERCADO BURSATIL CHILENO. (2007). Espinosa-Méndez, Christian ; Espinosamendez, Christian.
    In: MPRA Paper.
    RePEc:pra:mprapa:3252.

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28. The Purchasing Power Parity in The Maghreb Countries : A Nonlinear Perspective. (2007). BENBOUZIANE, Mohamed ; Benamar, Abdelhak.
    In: MPRA Paper.
    RePEc:pra:mprapa:13853.

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29. A Low-Dimension Collinearity-Robust Test for Non-linearity. (2007). Hendry, David ; Castle, Jennifer.
    In: Economics Series Working Papers.
    RePEc:oxf:wpaper:326.

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30. The Relationship between Crude Oil Spot and Futures Prices: Cointegration, Linear and Nonlinear Causality. (2007). Diks, Cees ; Bekiros, Stelios.
    In: CeNDEF Working Papers.
    RePEc:ams:ndfwpp:07-11.

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31. The Nonlinear Dynamic Relationship of Exchange Rates: Parametric and Nonparametric Causality testing. (2007). Diks, Cees ; Bekiros, Stelios.
    In: CeNDEF Working Papers.
    RePEc:ams:ndfwpp:07-08.

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32. Testing for nonlinearity in mean in the presence of heteroskedasticity. (2006). Hurn, Stan ; Becker, Ralf.
    In: Stan Hurn Discussion Papers.
    RePEc:qut:sthurn:2006-02.

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33. Evidencia De Comportamiento Caótico En Indices Bursátiles Americanos. (2006). Espinosa-Méndez, Christian ; Espinosamendez, Christian.
    In: MPRA Paper.
    RePEc:pra:mprapa:2794.

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34. Calendar Anomalies in an Emerging African Market: Evidence from the Ghana Stock Exchange.. (2006). Panagiotidis, Theodore ; ALAGIDEDE, IMHOTEP.
    In: Discussion Paper Series.
    RePEc:lbo:lbowps:2006_13.

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35. Renminbi Revaluation, Euro Appreciation and Chinese Markets: What Can We Learn From Data?. (2006). McNelis, Paul ; Neftci, Salih N..
    In: Working Papers.
    RePEc:hkm:wpaper:012006.

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36. Modelling Financial High Frequency Data Using Point Processes. (2006). Hautsch, Nikolaus ; Bauwens, Luc ; Nikolaus, HAUTSCH ; Luc, Bauwens.
    In: Discussion Papers (ECON - Département des Sciences Economiques).
    RePEc:ctl:louvec:2006039.

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37. Modelling financial high frequency data using point processes. (2006). Hautsch, Nikolaus ; Bauwens, Luc.
    In: LIDAM Discussion Papers CORE.
    RePEc:cor:louvco:2006080.

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38. Market Efficiency and the Euro: The case of the Athens Stock Exchange. (2005). Panagiotidis, Theodore.
    In: Finance.
    RePEc:wpa:wuwpfi:0507022.

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39. OIL AND GAS MARKETS IN THE UK: EVIDENCE FOR FROM A COINTEGRATING APPROACH. (2005). Rutledge, Emilie ; Panagiotidis, Theodore.
    In: Econometrics.
    RePEc:wpa:wuwpem:0504004.

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40. Goodness-of-fit Tests for Linear and Non-linear Time Series Models. (2005). Escanciano, Juan Carlos.
    In: Faculty Working Papers.
    RePEc:una:unccee:wp0205.

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41. The Current Account - Interest Rate Relation as a Nonlinear Phenomenon. (2005). Gandolfo, Giancarlo ; Belloc, Marianna.
    In: The Journal of International Trade & Economic Development.
    RePEc:taf:jitecd:v:14:y:2005:i:2:p:145-166.

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42. Evidence of non-linearities in the bilateral real exchange rates of the British pound. (2005). Asseery, Ahmed.
    In: International Economic Journal.
    RePEc:taf:intecj:v:19:y:2005:i:1:p:63-90.

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43. Market capitalization and efficiency. Does it matter? Evidence from the Athens Stock Exchange. (2005). Panagiotidis, Theodore.
    In: Applied Financial Economics.
    RePEc:taf:apfiec:v:15:y:2005:i:10:p:707-713.

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44. The BDS test and delay time. (2005). Matilla-García, Mariano ; Sanz, Paloma ; Matilla-Garcia, Mariano ; VAZQUEZ, FRANCISCO J..
    In: Applied Economics Letters.
    RePEc:taf:apeclt:v:12:y:2005:i:2:p:109-113.

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45. On the evidence of non-linear structure in Canadian unemployment. (2005). Mikhail, O. ; HANDA, JAGDISH ; Eberwein, Curtis J..
    In: Applied Economics Letters.
    RePEc:taf:apeclt:v:12:y:2005:i:2:p:101-104.

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46. Study of Nonlinearities in the Dynamics of Exchange Rates: Is There Any Evidence of Chaos?. (2005). Vandrovych, Vitaliy.
    In: Computing in Economics and Finance 2005.
    RePEc:sce:scecf5:234.

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47. Evolution with Individual and Social Learning in an Agent-Based Stock Market. (2005). Yamamoto, Ryuichi.
    In: Computing in Economics and Finance 2005.
    RePEc:sce:scecf5:228.

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48. Sustainability and Asymmetric Adjustment: Some New Evidence Concerning Behaviour of the US Current Account. (2005). Panagiotidis, Theodore ; Holmes, Mark.
    In: Money Macro and Finance (MMF) Research Group Conference 2005.
    RePEc:mmf:mmfc05:29.

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49. Aplicabilidad del test BDS al análisis de series económicas/Aplicadility of las test to economic time series analysis. (2005). Matilla-García, Mariano ; RUIZ, RODRGUEZ J. ; MATILLA-GARCA, M..
    In: Estudios de Economia Aplicada.
    RePEc:lrk:eeaart:23_2_13.

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50. Non-Linearity in the Canadian and US Labour Market: Univariate and Multivariate Evidence from a battery of tests.. (2005). Pelloni, Gianluigi ; Panagiotidis, Theodore.
    In: Discussion Paper Series.
    RePEc:lbo:lbowps:2005_8.

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51. The correlation integral and the independence of stochastic processes. (2005). Dechert, W. D..
    In: Working papers.
    RePEc:att:wimass:200517.

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52. Testing for Nonlinear Structure and Chaos in Economic Time Series: A Comment. (2005). Hommes, Cars ; Manzan, S..
    In: CeNDEF Working Papers.
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53. Threshold Cointegration between Stock Returns : An application of STECM Models. (2004). JAWADI, Fredj ; Yousra, Koubaa.
    In: Econometrics.
    RePEc:wpa:wuwpem:0412001.

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54. Gaussian Tests of Extremal White Noise for Dependent, Heterogeneous, Heavy Tailed Time Series with an Application. (2004). Hill, Jonathan.
    In: Econometrics.
    RePEc:wpa:wuwpem:0411014.

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55. The Nonlinear Skeletons in the Closet. (2004). Nesmith, Travis ; Jones, Barry ; Barnett, William ; Kirova, Milka ; Pasupathy, Meenakshi.
    In: Econometrics.
    RePEc:wpa:wuwpem:0405003.

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56. Nonlinear modelling of the Finnish Banking and Finance branch index. (2004). Ralf Östermark, ; Soderlund, Kenneth ; Aaltonen, Jaana ; Saxen, Henrik.
    In: The European Journal of Finance.
    RePEc:taf:eurjfi:v:10:y:2004:i:4:p:277-289.

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57. Dimension estimation with the BDS-G statistic. (2004). Matilla-García, Mariano ; Sanz, P. ; Matilla-Garcia, M. ; Vazquez, F. J..
    In: Applied Economics.
    RePEc:taf:applec:v:36:y:2004:i:11:p:1219-1223.

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58. Empirical asset return distributions: is chaos the culprit?. (2004). Muckley, Cal.
    In: Applied Economics Letters.
    RePEc:taf:apeclt:v:11:y:2004:i:2:p:81-86.

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59. Cointegration and Regime-Switching Risk Premia in the U.S. Term Structure of Interest Rates. (2004). Tillmann, Peter.
    In: Computing in Economics and Finance 2004.
    RePEc:sce:scecf4:53.

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60. A Video Interview of Buz Brock. (2004). Mizrach, Bruce.
    In: Departmental Working Papers.
    RePEc:rut:rutres:200417.

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61. An Application of the Garch-t Model on Central European Stock Returns. (2004). Vošvrda, Miloslav ; Vovrda, Miloslav ; Ike, Filip.
    In: Prague Economic Papers.
    RePEc:prg:jnlpep:v:2004:y:2004:i:1:id:229:p:26-39.

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62. Oil and gas market in the UK: evidence from a cointegration approach. (2004). Rutledge, Emilie ; Panagiotidis, Theodore.
    In: Discussion Paper Series.
    RePEc:lbo:lbowps:2004_18.

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63. A Generalized BDS Statistic. (2004). Matilla-García, Mariano.
    In: Computational Economics.
    RePEc:kap:compec:v:24:y:2004:i:3:p:277-300.

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64. The Nonlinear Skeletons in the Closet. (2004). Nesmith, Travis ; Jones, Barry ; Barnett, William ; Kirova, Milka.
    In: WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS.
    RePEc:kan:wpaper:200403.

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65. On Markov error-correction models, with an application to stock prices and dividends. (2004). Spagnolo, Fabio ; Sola, Martin ; Psaradakis, Zacharias.
    In: Journal of Applied Econometrics.
    RePEc:jae:japmet:v:19:y:2004:i:1:p:69-88.

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66. Cointegration and Regime-Switching Risk Premia in the US Term Structure of Interest Rates. (2004). Tillmann, Peter.
    In: Econometric Society 2004 North American Summer Meetings.
    RePEc:ecm:nasm04:26.

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67. Detecting Neglected Nonlinearity in Dynamic Panel Data with Time-Varying Conditional Heteroskedasticity. (2004). Kao, Chihwa ; Hong, Yongmiao.
    In: Econometric Society 2004 Far Eastern Meetings.
    RePEc:ecm:feam04:753.

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68. Specification Testing for Multivariate Time Series Volatility Models. (2004). Lee, Yoon-Jin ; Hong, Yongmiao.
    In: Econometric Society 2004 Far Eastern Meetings.
    RePEc:ecm:feam04:696.

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69. Testing for Nonlinearity in Mean in the Presence of Heteroskedasticity. (2004). Hurn, Stan.
    In: Econometric Society 2004 Australasian Meetings.
    RePEc:ecm:ausm04:348.

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70. Forecasting inflation with thick models and neural networks. (2004). McAdam, Peter ; McNelis, Paul.
    In: Working Paper Series.
    RePEc:ecb:ecbwps:2004352.

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71. A power comparison among tests for time reversibility. (2004). Contreras, Dulce.
    In: Economics Bulletin.
    RePEc:ebl:ecbull:v:3:y:2004:i:23:p:1-17.

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72. Non-linear trading rules in the New York Stock Exchange. (2004). Andrada-Felix, Julian ; Maria Dolores Garcia Artiles, ; Rodriguez, Fernando Fernandez.
    In: Documentos de trabajo conjunto ULL-ULPGC.
    RePEc:can:series:2004-05.

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73. Identification of binary choice models with social interactions. (2004). Durlauf, Steven ; Brock, William.
    In: Working papers.
    RePEc:att:wimass:20042.

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74. Price Clustering and Discreteness: Is there Chaos behind the Noise?. (2004). Vorlow, Costas ; Antoniou, Antonios.
    In: Papers.
    RePEc:arx:papers:cond-mat/0407471.

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75. On the Evidence of Non-Linear Structure in Canadian Unemployment.. (2003). Mikhail, O. ; HANDA, JAGDISH ; Eberwein, Curtis J..
    In: Macroeconomics.
    RePEc:wpa:wuwpma:0311003.

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76. Nonlinear Mean Reversion in Real Exchange Rates: Evidence from the ASEAN-5. (2003). Liew, Venus ; Lau, Evan ; Baharumshah, Ahmad Zubaidi.
    In: International Trade.
    RePEc:wpa:wuwpit:0308001.

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77. The Validity of PPP Revisited: An Application of Non-linear Unit Root Test. (2003). Liew, Venus.
    In: International Finance.
    RePEc:wpa:wuwpif:0308001.

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

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79. 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.

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80. An Alternative to the BDS Test: Integration Across The Correlation Integral. (2003). Kočenda, Evžen.
    In: Econometrics.
    RePEc:wpa:wuwpem:0301004.

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81. 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.

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82. The Grip of History and the Scope for Novelty: Some Results and Open Questions on Path Dependence in Economic Processes. (2003). Dosi, Giovanni ; Castaldi, Carolina.
    In: LEM Papers Series.
    RePEc:ssa:lemwps:2003/02.

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83. Testing for Regime Switching in Singaporean Business Cycles. (2003). Stegman, Alison ; Breunig, Robert.
    In: Departmental Working Papers.
    RePEc:pas:papers:2003-20.

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84. A smooth-transition model of the Australian unemployment rate. (2003). Hurn, Stan ; Bårdsen, Gunnar ; McHugh, Zoe .
    In: Working Paper Series.
    RePEc:nst:samfok:1002.

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85. Is it Possible to Study Chaotic and ARCH Behaviour Jointly? Application of a Noisy Mackey–Glass Equation with Heteroskedastic Errors to the Paris Stock Exchange Returns Series. (2003). KYRTSOU, Catherine.
    In: Computational Economics.
    RePEc:kap:compec:v:21:y:2003:i:3:p:257-276.

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86. Markov Switching Based Nonlinear Tests for Market Efficiency Using the R$/US$ Exchange Rate. (2003). Laurini, Márcio.
    In: Finance Lab Working Papers.
    RePEc:ibm:finlab:flwp_51.

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87. Long Memory int the R$/US$ Exchange Rate: A Robust Analysis. (2003). Laurini, Márcio.
    In: Finance Lab Working Papers.
    RePEc:ibm:finlab:flwp_50.

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88. Nearest-Neighbor Forecasts of U.S. Interest Rates. (2003). Chakraborty, Atreya ; Barkoulas, John ; Baum, Christopher.
    In: Boston College Working Papers in Economics.
    RePEc:boc:bocoec:313.

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89. The Santa Fe Artificial Stock Market Re-Examined - Suggested Corrections. (2002). Ehrentreich, Norman.
    In: Computational Economics.
    RePEc:wpa:wuwpco:0209001.

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90. Random Walks and Non-Linear Paths in Macroeconomic Time Series: Some Evidence and Implications. (2002). van Zon, Adriaan ; Bevilacqua, Franco.
    In: Working Papers.
    RePEc:wiw:wiwgee:geewp22.

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91. A Score Test for Discreteness in GARCH Models. (2002). Amilon, Henrik.
    In: Research Paper Series.
    RePEc:uts:rpaper:76.

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92. Temporal aggregation, volatility components and volume in high frequency UK bond futures. (2002). McMillan, David G. ; Alan E. H. Speight, .
    In: The European Journal of Finance.
    RePEc:taf:eurjfi:v:8:y:2002:i:1:p:70-92.

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93. How to compute the BDS test: a software comparison. (2002). Belaire-Franch, Jorge ; Contreras, Dulce.
    In: Journal of Applied Econometrics.
    RePEc:jae:japmet:v:17:y:2002:i:6:p:691-699.

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94. Testing the assumption of Linearity. (2002). .
    In: Economics Bulletin.
    RePEc:ebl:ecbull:v:3:y:2002:i:29:p:1-9.

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95. Detecting serial dependence in tail events: A test dual to BDS test. (2002). Diks, Cees.
    In: CeNDEF Working Papers.
    RePEc:ams:ndfwpp:02-09.

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96. Testing for Non-Linear Dependence in Univariate Time Series: An Empirical Investigation of the Austrian Unemployment Rate. (2001). Fischer, Manfred ; Koller, Wolfgang.
    In: ERSA conference papers.
    RePEc:wiw:wiwrsa:ersa01p233.

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97. AN ALTERNATIVE TO THE BDS TEST: INTEGRATION ACROSS THE CORRELATION INTEGRAL. (2001). Kočenda, Evžen.
    In: Econometric Reviews.
    RePEc:taf:emetrv:v:20:y:2001:i:3:p:337-351.

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98. THE RANDOM WALK OF STOCK PRICES: IMPLICATIONS OF RECENT NONPARA-METRIC TESTS. (2001). Dahl, Christian ; Nielsen, Steen.
    In: Working Papers.
    RePEc:hhs:cbsnow:2001_007.

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99. Option pricing under linear autoregressive dynamics, heteroskedasticity, and conditional leptokurtosis. (2001). Hafner, Christian ; Herwartz, Helmut.
    In: Journal of Empirical Finance.
    RePEc:eee:empfin:v:8:y:2001:i:1:p:1-34.

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100. A family of autoregressive conditional duration models. (2001). Grammig, Joachim ; Fernandes, Marcelo.
     In: LIDAM Discussion Papers CORE.
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101. RETURNS AND INTEREST RATE: A NONLINEAR RELATIONSHIP IN THE BOGOTA STOCK MARKET. (2001). Posada, Carlos ; Gonzalez, Andres ; Arango Thomas, Luis.
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107. ASYMMETRY IN THE EMS: NEW EVIDENCE BASED ON NON-LINEAR FORECASTS. (2000). Sosvilla-Rivero, Simon ; Bajo-Rubio, Oscar ; Rodriguez, Fernando Fernandez.
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108. One-Sided Testing for ARCH Effect Using Wavelets. (2000). Lee, Jin.
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109. Chaos theory. (2000). Brock, William.
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110. Dimension estimations, stock returns and volatility clustering. (2000). Diks, Cees.
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111. Modeling Financial Volatility: Extreme Observations, Nonlinearities and Nonstationarities. (2000). Barnes, Michelle ; Pedro J. F. De Lima, .
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112. Heterogeneous Beliefs, Intelligent Agents, and Allocative Efficiency in an Artificial Stock Market. (1999). Yang, Jing.
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113. Nonlinear risk. (1999). Potter, Simon ; Chauvet, Marcelle.
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114. Cross-correlations and cross-bicorrelations in Sterling exchange rates. (1999). Brooks, Chris.
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115. Long Agricultural Futures Prices: ARCH, Long Memory, or Chaos Processes?. (1998). Leuthold, Raymond M. ; Wei, Anning .
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116. Higher-Order Residual Analysis for Simple Bilinear and Threshold Autoregressive Models with the TR Test. (1998). Rothman, Philip.
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117. The Search for Chaos and Nonlinearities in Swedish Stock Index Returns. (1998). Byström, Hans ; Amilon, Henrik.
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118. Exchange-rate forecasts with simultaneous nearest-neighbour methods: Evidence from the EMS. (1998). Sosvilla-Rivero, Simon ; Andrada, Julian ; Fernandez-Rodriguez, Fernando.
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119. Bayes factors and nonlinearity: Evidence from economic time series1. (1998). Potter, Simon ; Koop, Gary.
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120. Testing for Evidence of Nonlinear Structure in Daily and Weekly United Kingdom Stock and Property Market Indicies. (1997). Stevenson, Max ; Peat, Maurice ; Newell, Graham.
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121. Non-linear characteristics of the sterling/European Currency Unit exchange rate: 1984-1992. (1997). David Chappell, Robert M. Eldridge, .
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122. Contrastes de especificación para los modelos de varianza Heterocedástica condicionada. (1997). Pérez-Rodríguez, Jorge ; Perez Rodriguez, Jorge V., ; Fort, Carlos Murillo .
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123. Using nearest neighbour predictors to forecast the Spanish stock market. (1997). Sosvilla-Rivero, Simon ; Garcia-Artiles, Maria Dolores ; Fernandez-Rodriguez, Fernando.
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126. Regulatory Evaluation of Value-at-Risk Models. (1996). Lopez, Jose.
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127. Does the Process of Spatial Aggregation of U.K. Unemplyment Rate Series Serve to Induce or Remove Evidence of Asymmetry in the Business Cycle. (1996). Stevenson, Max ; Peat, Maurice ; Jones, D..
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128. Testing for Evidence of Nonlinear Structure in Australian Real Estate Market Returns. (1996). Stevenson, Max ; Peat, Maurice ; Newell, Graham.
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129. Nonlinear Nonparametric Prediction of the 90-Day T-Bill Rate. (1996). Barkoulas, John ; Baum, Christopher ; Onochie, Joseph.
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130. Testing for Nonlinearities in Economic and Financial Time Series. (1995). Stevenson, Max ; Peat, Maurice.
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133. Is US Real GNP Chaotic? On Using the BDS test to Decide Whether an ARMA Model forthe US GNP Genreates I.I.D. Residuals. (1994). Gallegati, Mauro ; Mignacca, Domenico.
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10. A Time Series Analysis of U.K. Construction and Real Estate Indices. (2013). Belaire-Franch, Jorge ; Opong, Kwaku.
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11. The Finite-Sample Size of the BDS Test for GARCH Standardized Residuals. (2012). Fernandes, Marcelo ; Preumont, Pierre-Yves .
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12. Terremoto y sus efectos sobre el bienestar: un análisis multidimensional. (2012). Sanhueza, Claudia ; Denis, Angela ; Contreras, Dante ; Gorigoitia, Juan ; Maquieira, Carlos.
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13. MARTINGALES, NONLINEARITY, AND CHAOS. (2012). Serletis, Apostolos ; Barnett, William.
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14. Is the Indian stock market efficient? Evidence from a TAR model with an autoregressive unit root. (2011). Mishra, Vinod.
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15. Modeling and Forecasting the Dynamics in Romanian Stock Market Indices Using Threshold Models. (2011). Caraiani, Petre ; Acatrinei, Marius Cristian .
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16. Nonlinear Dynamics of the Russian Stock Market in Problems of Risk Management. (2011). Borusyak, K..
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17. A search for long-range dependence and chaotic structure in Indian stock market. (2011). Bhanumurthy, N R ; Mishra, Ritesh ; Sehgal, Sanjay.
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18. Testing for Neglected Nonlinearity in Weekly Foreign Exchange Rates. (2011). Sadique, Shibley M..
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19. Nonlinear Dependence in Stock Returns: Evidences from India. (2010). HIREMATH, GOURISHANKAR ; Kamaiah, Bandi.
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20. Recent Advances in Neo-Schumpeterian Economics. (2009). Pyka, Andreas ; Greiner, Alfred ; Cantner, Uwe.
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21. Is Malaysian Stock Market Efficient? Evidence from Threshold Unit Root Tests. (2009). Munir, Qaiser ; Mansur, Kasim.
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22. Is There Any International Diversification Benefits in ASEAN Stock Markets?. (2009). Liew, Venus ; Lim, Kian-Ping ; Lee, Hock-Ann.
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23. Oil Prices and Equity Returns in the BRIC Countries. (2009). Bhar, Ramaprasad ; Nikolova, Biljana .
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24. Nonlinear behaviour of emerging market bonds spreads: the Latin American case. (2008). Maquieira, Carlos ; Bonilla, Claudio ; Romero-Meza, Rafael.
    In: Applied Economics.
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25. Non-stationarity and Non-linearity in Stock Prices: Evidence from the OECD Countries. (2008). Chen, Shyh-Wei.
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26. Non-stationarity and Non-linearity in Stock Prices: Evidence from the OECD Countries. (2008). Chen, Shyh-Wei.
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27. Nonlinear event detection in the Chilean stock market. (2007). Bonilla, Claudio ; Romero-Meza, Rafael.
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28. 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.
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29. Episodic nonlinearity in Latin American stock market indices. (2006). Bonilla, Claudio ; Romero-Meza, Rafael ; HINICH, MELVIN J..
    In: Applied Economics Letters.
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30. Market characteristics and chaos dynamics in stock markets: an international comparison. (2006). Mattarocci, Gianluca.
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31. The behaviour of US stock prices: Evidence from a threshold autoregressive model. (2006). Narayan, Paresh.
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32. Non-linear dependence and conditional heteroscedasticity in stock returns evidence from the norwegian thinly traded equity market. (2005). Solibakke, P..
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33. Are the Australian and New Zealand stock prices nonlinear with a unit root?. (2005). Narayan, Paresh.
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34. A Variance Ratio Test of the Behaviour of Some FTSE Equity Indices Using Ranks and Signs. (2005). Belaire-Franch, Jorge ; Opong, Kwaku.
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35. Cross-temporal universality of non-linear dependencies in Asian stock markets. (2005). Lim, Kian-Ping.
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36. Cross-temporal universality of non-linear dependencies in Asian stock markets. (2005). Lim, Kian-Ping ; HINICH, MELVIN J..
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37. 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.
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38. International Diversification Benefits in ASEAN Stock Markets: a Revisit. (2003). Liew, Venus ; Lim, Kian-Ping ; Lee, Hock-Ann.
    In: Finance.
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39. Testing for Non-Linearity in ASEAN Financial Markets. (2003). Liew, Venus ; Lim, Kian-Ping.
    In: Finance.
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40. 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.
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41. GARCH Diagnosis with Portmanteau Bicorrelation Test: An Application on the Malaysias Stock Market. (2003). Liew, Venus ; Lim, Kian-Ping.
    In: Finance.
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42. Nonlinear Noise Estimation in International Capital Markets. (2002). Siriopoulos, Costas ; Leontitsis, Alexandros.
    In: Multinational Finance Journal.
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43. Non-Linear Forecasting Methods: Some Applications to the Analysis of Financial Series. (2002). Sosvilla-Rivero, Simon ; Bajo-Rubio, Oscar ; Fernandez-Rodriguez, Fernando.
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44. Instability and chaotic dynamics in stock returns. (2001). Masayoshi, Alberto .
    In: Brazilian Review of Econometrics.
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45. Nonlinearities, cyclical behaviour and predictability in stock markets: international evidence. (2001). Sarantis, Nicholas.
    In: International Journal of Forecasting.
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46. Chaotic behavior in national stock market indices: New evidence from the close returns test. (2001). McKenzie, Michael D..
    In: Global Finance Journal.
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47. 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.
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48. Martingales, Nonlinearity, and Chaos. (1998). Serletis, Apostolos ; Barnett, William.
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49. Nonlinear and Complex Dynamics in Economics. (1997). Serletis, Apostolos ; Medio, Alfredo ; Barnett, William.
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50. A Test for Independence Based on the Correlation Dimension.. (1995). Scheinkman, Jose ; Lebaron, Blake ; Brock, William ; Dechert, W. D..
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