Non-linear dynamic linkages in the international stock markets

Physica A: Statistical Mechanics and its Applications

Volumn 377, Issue 1, 2007, Pages 173-180

  Ozdemir, Zeynel Abidin ^a   Cakan, Esin ^b  

^a GAZI UNIVERSITY   (Turkey)

^b CITY UNIVERSITY OF NEW YORK   (United States)

Author keywords

Non linear causality; Stock markets

Indexed keywords

FINANCIAL DATA PROCESSING; MATHEMATICAL MODELS; NONLINEAR SYSTEMS; STATISTICAL MECHANICS;

GRANGER-CAUSALITY TEST; NON-LINEAR CAUSALITY; STOCK MARKETS;

INDUSTRIAL ECONOMICS;

EID: 33846279368     PISSN: 03784371     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.physa.2006.11.013     Document Type: Article

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