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A Test for Independence Based on the Correlation Dimension

In: Growth Theory, Nonlinear Dynamics and Economic Modelling

Author

Listed:
  • W.A. Brock
  • W.D. Dechert
  • J.A. Scheinkman
  • B. LeBaron

Abstract

This outstanding collection of William Brock’s essays illustrates the power of dynamic modelling to shed light on the forces for stability and instability in economic systems. The articles selected reflect his best work and are indicative both of the type of policy problem that he finds challenging and the complex methodology that he uses to solve them. Also included is an introduction by Brock to his own work, which helps tie together the main aspects of his research to date.

Suggested Citation

  • W.A. Brock & W.D. Dechert & J.A. Scheinkman & B. LeBaron, 2001. "A Test for Independence Based on the Correlation Dimension," Chapters, in: W. D. Dechert (ed.), Growth Theory, Nonlinear Dynamics and Economic Modelling, chapter 14, pages 324-362, Edward Elgar Publishing.
    • Handle: RePEc:elg:eechap:1491_14
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    Cited by:

    1. Kyriazis, Nikolaos & Papadamou, Stephanos & Tzeremes, Panayiotis & Corbet, Shaen, 2023. "Can cryptocurrencies provide a viable hedging mechanism for benchmark index investors?," Research in International Business and Finance, Elsevier, vol. 64(C).
    2. Urom, Christian, 2023. "Time–frequency dependence and connectedness between financial technology and green assets," International Economics, Elsevier, vol. 175(C), pages 139-157.

    More about this item

    Keywords

    Economics and Finance;

    Statistics

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