On Testing for Nonlinear dependence and Chaos in Financial Time Series Data

Ahmet Ugur, A Aydin Cecen

Research output: Other contribution

Original languageEnglish
StatePublished - Oct 10 2005

Fingerprint

Dive into the research topics of 'On Testing for Nonlinear dependence and Chaos in Financial Time Series Data'. Together they form a unique fingerprint.

Cite this