On testing for nonlinear dependence and chaos in financial time series data

Aydin A. Cecen, Ahmet Ugur. On testing for nonlinear dependence and chaos in financial time series data. In Proceedings of the IEEE International Conference on Systems, Man and Cybernetics, Waikoloa, Hawaii, USA, October 10-12, 2005. pages 203-208, IEEE, 2005. [doi]

Abstract

Abstract is missing.