An Out-of-Sample Test for Nonlinearity in Financial Time Series: An Empirical Application

Theodore Panagiotidis

Computational Economics, 2010, vol. 36, issue 2, 132 pages

Keywords: Nearest neighbour; Nonlinearity; C22; C53; G10 (search for similar items in EconPapers)
Date: 2010
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Working Paper: An out-of-sample test for nonlinearity in financial time series: An empirical application (2010)
Working Paper: An Out-of-Sample Test for Nonlinearity in Financial Time Series: An Empirical Application (2010)
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DOI: 10.1007/s10614-010-9225-z

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