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Studies in Nonlinear Dynamics & Econometrics

Ed. by Mizrach, Bruce

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Volume 8, Issue 4 (Dec 2004)

Article

A New Test of the Martingale Difference Hypothesis

Kuan, Chung-Ming / Lee, Wei-Ming

Published Online: 12/01/2004

Nonlinear Intraday Dynamics in Eurostoxx50 Index Markets

Robles-Fernandez, M. Dolores / Nieto, Luisa / Fernandez, M. Angeles

Published Online: 12/01/2004

A Stochastic Version of Zeeman's Market Model

Rheinlaender, Thorsten / Steinkamp, Marcus

Published Online: 12/01/2004

Linearizations and Equilibrium Correction Models

Bårdsen, Gunnar / Hurn, Stan / Lindsay, Kenneth A.

Published Online: 12/01/2004

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