Non-linear dynamics in international stock market returns

Review of Financial Economics

Volumn 14, Issue 1, 2005, Pages 81-91

  McMillan, David G ^a  

^a DURHAM UNIVERSITY   (United Kingdom)

Author keywords

Behavioural finance; Non linear; Smooth transition model; Stock market returns

Indexed keywords

EID: 10944268066     PISSN: 10583300     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.rfe.2004.09.001     Document Type: Article

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