The cross-sectional and cross-temporal universality of nonlinear serial dependencies: Evidence from world stock indices and the Taiwan Stock Exchange

Pacific Basin Finance Journal

Volumn 11, Issue 2, 2003, Pages 175-195

  Ammermann, Peter A ^a   Patterson, Douglas M ^b  

^a CALIFORNIA STATE UNIVERSITY   (United States)

^b PAMPLIN COLLEGE OF BUSINESS   (United States)

Author keywords

Bispectrum; Nonlinearity; Taiwan Stock Exchange; Windowed testing

Indexed keywords

EID: 0037375021     PISSN: 0927538X     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0927-538X(02)00113-0     Document Type: Article

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