The Search for Chaos and Nonlinearities in Swedish Stock Index Returns
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More about this item
Keywords
BDS test; neural networks; heteroscedasticity; deterministic systems;All these keywords.
JEL classification:
- C22 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion Processes
NEP fields
This paper has been announced in the following NEP Reports:- NEP-ETS-2001-04-11 (Econometric Time Series)
- NEP-FIN-2001-04-11 (Finance)
- NEP-FMK-2001-04-11 (Financial Markets)
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