The DOI matches its OpenAlex record.
Nonlinear Dynamics, Chaos and Instability Statistical Theory and Economic Evidence.
Abstract
The BDS statistic the changing structure of stock returns nonlinearity in foreign exchange summary, relation to other work, and future horizons. Appendices: size and distribution of the BDS statistic quantiles of the BDS statistic size of the BDS statistic on GARCH residuals.
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Cited by
Analysis of Financial Time Series
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The evolution of stock market efficiency over time: A survey of the empirical literature
Lim, K.-P., & Brooks, R. (2011) · Journal of Economic Surveys · doi:10.1111/j.1467-6419.2009.00611.x · Cited by 410
A comparison of artificial neural network and time series models for forecasting commodity prices
Kohzadi, N., Boyd, M. S., Kermanshahi, B., & Kaastra, I. (1996) · Neurocomputing · doi:10.1016/0925-2312(95)00020-8 · Cited by 293
Metadata
- Authors
- Ray, W. D., Brock, W. A., Hsieh, D. A., & LeBaron, B. D.
- Venue
- Journal of the Operational Research Society
- Publisher
- Palgrave Macmillan
- Published
- 1993-02-01
- Volume
- 44
- Issue
- 2
- Pages
- 202-202
- ISSN
- 0160-5682 (ISSN-L)
- OpenAlex
- W2063130671
- Cited by
- 487
- References
- 0
- FWCI
- 56.56
- Type
- journal article
- Language
- en
- Open access
- closed
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- CoChat. (2026). Citation check: Nonlinear Dynamics, Chaos and Instability Statistical Theory and Economic Evidence. https://app.cochat.ai/papers/10.2307/2584373
- The paper
- Ray, W. D., Brock, W. A., Hsieh, D. A., & LeBaron, B. D. (1993). Nonlinear Dynamics, Chaos and Instability Statistical Theory and Economic Evidence. Journal of the Operational Research Society. https://doi.org/10.2307/2584373
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Bibliographic data: Semantic Scholar, OpenAlex, Crossref.
Contains information from the Semantic Scholar Academic Graph Datasets, made available under the ODC Attribution License (ODC-BY 1.0).
Semantic Scholar’s data is described in: Kinney, R., et al. (2023). The Semantic Scholar Open Data Platform. arXiv:2301.10140.
