مرکز منطقه ای اطلاع رساني علوم و فناوري - The cross-sectional and cross-temporal universality of nonlinear serial dependencies: Evidence from world stock\Indices and the Taiwan Stock Exchange

Title of article :

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

Author/Authors :

Peter A. Ammermann، نويسنده , , Douglas M. Patterson، نويسنده ,

Issue Information :

روزنامه با شماره پیاپی سال 2003

Pages :

From page :

175

To page :

195

Keywords :

Nonlinearity , Taiwan Stock Exchange , Bispectrum , Windowed testing

Journal title :

Pacific-Basin Finance Journal

Serial Year :

2003

Journal title :

Pacific-Basin Finance Journal

Record number :

249353

Link To Document :