February 1, 1993

Nonlinear Dynamics, Chaos and Instability Statistical Theory and Economic Evidence.

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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.

Nonlinear Dynamics, Chaos and Instability Statistical Theory and Economic Evidence.

Key Points

Abstract

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