scientific article; zbMATH DE number 1124637

MaRDI QIDQ4378667zbMATH OpenFDO

Authors Nobuhiko Terui, Takeaki Kariya

Publication date 5 September 1999

zbMATH Keywords

exchange rateKTTL test for Gaussianitynonlinearity teststime series

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Inference from stochastic processes and spectral analysis (62M15) Applications of statistics to economics (62P20)

Recommendations

• Testing Gaussianity and linearity of Japanese stock returns
• Episodic nonlinearity in leading global currencies
• Nonlinearities in the exchange rates returns and volatility
• scientific article; zbMATH DE number 1368823

Cited in

(6)

• Testing Gaussianity and linearity of Japanese stock returns
• Nonlinearities in the exchange rates returns and volatility
• Episodic nonlinearity in leading global currencies
• Autocorrelation and the sum of stochastic variables
• scientific article; zbMATH DE number 1368823 (Why is no real title available?)
• Assessing nonlinear structures in real exchange rates using recurrence plot strategies

This page was built for publication:

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4378667)