A test for independence based on the correlation dimension
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Cites work
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- Tests for Serial Independence and Linearity Based on Correlation Integrals
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- DETECTING DETERMINISM IN TIME SERIES WITH ORDINAL PATTERNS: A COMPARATIVE STUDY
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- Imitation and contrarian behaviour: hyperbolic bubbles, crashes and chaos
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- Time series and dependent variables
- Statistical Adequacy and the Testing of Trend Versus Difference Stationarity
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- Identification of binary choice models with social interactions
- A misspecification test for multiplicative error models of non-negative time series processes
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- The correlation dimension of returns with stochastic volatility
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- Multivariate linear and nonlinear causality tests
- Heterogeneity, nonlinearity and endogenous market volatility
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- Some properties of local Gaussian correlation and other nonlinear dependence measures
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- A NONPARAMETRIC HELLINGER METRIC TEST FOR CONDITIONAL INDEPENDENCE
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- Uncertainty and realized jumps in the pound-dollar exchange rate: evidence from over one century of data
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- Applying Diebold–Mariano Test for Performance Evaluation Between Individual and Hybrid Time-Series Models for Modeling Bivariate Time-Series Data and Forecasting the Unemployment Rate in the USA
- A New Bispectral Test for NonLinear Serial Dependence
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- Scenario optimization asset and liability modelling for individual investors
- State dependent models of stock returns
- Reconstructing nonlinear structure in regression residuals
- Chaos measure dynamics in a multifactor model for financial market predictions
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