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Evidence of Nonlinearity in Daily Stock Returns
Home
Publications
Evidence of Nonlinearity in Daily Stock Returns
Evidence of Nonlinearity in Daily Stock Returns
MH
Melvin J. Hinich
Melvin J. Hinich
DP
Douglas M. Patterson
Douglas M. Patterson
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1 January 1985
journal article
Published by
JSTOR
in
Journal of Business & Economic Statistics
Vol. 3
(1)
https://doi.org/10.2307/1391691
Abstract
No abstract available
Keywords
EVIDENCE OF NONLINEARITY
DAILY STOCK RETURNS
NONLINEARITY IN DAILY
Cited by 75 articles