A Note on Resampling the Integration Across the Correlation Integral with Alternative Ranges
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DOI: 10.1081/ETC-120025892
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Cited by:
- Jorge Belaire-Franch & Kwaku Opong, 2013. "A Time Series Analysis of U.K. Construction and Real Estate Indices," The Journal of Real Estate Finance and Economics, Springer, vol. 46(3), pages 516-542, April.
- Lubos Briatka, 2006. "How Big is Big Enough? Justifying Results of the iid Test Based on the Correlation Integral in the Non-Normal World," CERGE-EI Working Papers wp308, The Center for Economic Research and Graduate Education - Economics Institute, Prague.
- Evzen Kocenda & Lubos Briatka, 2004.
"Advancing the iid Test Based on Integration across the Correlation Integral: Ranges, Competition, and Power,"
CERGE-EI Working Papers
wp235, The Center for Economic Research and Graduate Education - Economics Institute, Prague.
- Evzen Kocenda & Lubos Briatka, 2004. "Advancing the iid Test Based on Integration across the Correlation Integral: Ranges, Competition, and Power," Econometrics 0409001, University Library of Munich, Germany.
- Alagidede, Paul & Lange, Ian, 2009. "Variability in coal prices: evidence from the U.S," Stirling Economics Discussion Papers 2009-01, University of Stirling, Division of Economics.
- Jorge Belaire-Franch & Kwaku Opong, 2005. "A Variance Ratio Test of the Behaviour of Some FTSE Equity Indices Using Ranks and Signs," Review of Quantitative Finance and Accounting, Springer, vol. 24(1), pages 93-107, January.
- Evzen Kocenda & Lubos Briatka, 2005.
"Optimal Range for the iid Test Based on Integration Across the Correlation Integral,"
Econometric Reviews, Taylor & Francis Journals, vol. 24(3), pages 265-296.
- Evzen Kocenda & Lubos Briatka, 2004. "Advancing the iid Test Based on Integration across the Correlation Integral: Ranges, Competition, and Power," CERGE-EI Working Papers wp235, The Center for Economic Research and Graduate Education - Economics Institute, Prague.
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Keywords
Chaos; Nonlinear dynamics; Koc-super-˘enda's test; Random permutation; Exchange rates;All these keywords.
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