Testing for nonlinearity in Shanghai stock market

International Journal of Modern Physics B

Volumn 18, Issue 17-19, 2004, Pages 2720-2724

  Haiyan, Wang ^a   Longkun, Tang ^b  

^a Southeast University   (China)

^b HUAQIAO UNIVERSITY   (China)

Author keywords

IAAFT; Multivariate time series; Nonlinearity; Stock market; The generalized redundancy

Indexed keywords

ANALYTIC METHOD; CHINA; CONFERENCE PAPER; DATA ANALYSIS; HYPOTHESIS; MARKETING; MEASUREMENT; MULTIVARIATE ANALYSIS; NORMAL DISTRIBUTION; QUANTITATIVE ANALYSIS; RANDOMIZATION; STATISTICAL ANALYSIS; STATISTICAL MODEL; TIME; VALIDATION PROCESS;

EID: 7244237972     PISSN: 02179792     EISSN: None     Source Type: Journal    
DOI: 10.1142/s021797920402597x     Document Type: Conference Paper

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