Evolutionary-based return forecasting with nonlinear STAR models: evidence from the Eurozone peripheral stock markets (Q1615795): Difference between revisions

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-Stelios D. Bekiros
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+A test for independence based on the correlation dimension
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+ON ESTIMATING THRESHOLDS IN AUTOREGRESSIVE MODELS
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+Nuisance parameter free properties of correlation integral based statistics
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+Automatic Lag Selection in Covariance Matrix Estimation
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+Specification, Estimation, and Evaluation of Smooth Transition Autoregressive Models
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