Title of article
The cross-sectional and cross-temporal universality of nonlinear serial dependencies: Evidence from world stock\Indices and the Taiwan Stock Exchange
Author/Authors
Peter A. Ammermann، نويسنده , , Douglas M. Patterson، نويسنده ,
Issue Information
روزنامه با شماره پیاپی سال 2003
Pages
21
From page
175
To page
195
Keywords
Nonlinearity , Taiwan Stock Exchange , Bispectrum , Windowed testing
Journal title
Pacific-Basin Finance Journal
Serial Year
2003
Journal title
Pacific-Basin Finance Journal
Record number
249353
Link To Document