Nonlinearities in the exchange rates returns and volatility
type: Item
instance of: scholarly article
title: Nonlinearities in the exchange rates returns and volatility
zbMATH Open document ID: 1001.91067
DOI: 10.1016/S0378-4371(02)01203-7
author: Andrés Fernández Díaz
author: Pilar Grau-Carles
author: Lorenzo Escot Mangas
published in: Physica A
publication date: 2002-11-26T00:00:00Z
Mathematics Subject Classification ID: 91B60
zbMATH DE Number: 1835503
zbMATH Keywords: BDS test
zbMATH Keywords: Kaplan test
zbMATH Keywords: ARFIMA modeling
describes a project that uses: ARFIMA
MaRDI profile type: Publication
cites work: Testing for neglected nonlinearity in time series models. A comparison of neural network methods and alternative tests
cites work: A single-blind controlled competition among tests for nonlinearity and chaos
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cites work: A test for independence based on the correlation dimension
cites work: Q3847819
cites work: Q4865042
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description: scientific article; zbMATH DE number 1835503