scientific article; zbMATH DE number 17282

zbMATH Open0735.90030MaRDI QIDQ3973979FDOQ3973979

Authors: Melvin J. Hinich, Douglas M. Patterson 

Publication date: 26 June 1992

Title of this publication is not available (Why is that?)

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zbMATH Keywords

continuous-time stock return generating processdaily market closing pricesDow Jones Industrial Average

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Economic time series analysis (91B84)

Cited In (7)

• A single-blind controlled competition among tests for nonlinearity and chaos
• A case study of MCB and SBMH stock transaction using a novel BINMA(1) with non-stationary NB correlated innovations
• Of copulas, quantiles, ranks and spectra: an \(L_{1}\)-approach to spectral analysis
• Martingales, nonlinearity, and chaos
• Empirical chaotic dynamics in economics
• A bootstrap test for time series linearity
• Return or stock price differences

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