Evidence of Nonlinearity in Daily Stock Returns
This article applies a newly developed statistical technique to time series of daily rates of return of 15 common stocks. The technique involves estimating the bispectrum of the...
Publications
1 shownFrequent Co-Authors
Researcher Info
- h-index
- 1
- Publications
- 1
- Citations
- 260
- Institution
- Virginia Tech
External Links
Identifiers
- ORCID
- 0000-0001-5829-082X
Impact Metrics
h-index
1
h-index: Number of publications with at least h citations each.