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2. Financial Crisis and Asian Real Estate Securities Market Interdependence: Some Additional Evidence. (2008). Liow, Kim.
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3. Are Stock Markets Integrated? Evidence from a Partially Segmented ICAPM with Asymmetric Effects.. (2006). AROURI, Mohamed.
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1. Does Chaos Matter in Financial Time Series Analysis?. (2019). Parziale, Anna ; Bruno, Bruna ; Faggini, Marisa.
   In: International Journal of Economics and Financial Issues.
   RePEc:eco:journ1:2019-04-3.

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2. Comparison of the Global, Local and Semi-Local Chaotic Prediction Methods for Stock Markets: The Case of FTSE-100 Index. (2019). Author-Namefatih, Aye I.
   In: Alphanumeric Journal.
   RePEc:anm:alpnmr:v:7:y:2019:i:2:p:289-300.

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3. Network Analysis of the Shanghai Stock Exchange Based on Partial Mutual Information. (2015). Fiedor, Paweł ; You, Tao.
   In: JRFM.
   RePEc:gam:jjrfmx:v:8:y:2015:i:2:p:266-284:d:50474.

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4. Nonlinearity in high-frequency stock returns: Evidence from the Athens Stock Exchange. (2015). Emmanouilides, Christos ; Anagnostidis, Panagiotis .
   In: Physica A: Statistical Mechanics and its Applications.
   RePEc:eee:phsmap:v:421:y:2015:i:c:p:473-487.

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5. Linkages between the US and European Stock Markets: A Fractional Cointegration Approach. (2015). Gil-Alana, Luis ; Caporale, Guglielmo Maria ; Orlando, James C.
   In: Discussion Papers of DIW Berlin.
   RePEc:diw:diwwpp:dp1505.

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6. Linkages between the US and European Stock Markets: A Fractional Cointegration Approach. (2015). Gil-Alana, Luis ; Caporale, Guglielmo Maria ; Orlando, James C.
   In: CESifo Working Paper Series.
   RePEc:ces:ceswps:_5523.

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7. The finite-sample size of the BDS test for GARCH standardized residuals. (2014). Fernandes, Marcelo ; Preumont, Pierre-Yves .
   In: Textos para discussão.
   RePEc:fgv:eesptd:361.

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8. Comparing series of rankings with ties by using complex networks: An analysis of the spanish stock market (IBEX-35 index). (2014). Garcia, E. ; Sanchez, V. E. ; Criado, R. ; Romance, M. ; Pedroche, F..
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9. Some thoughts on accurate characterization of stock market indexes trends in conditions of nonlinear capital flows during electronic trading at stock exchanges in global capital markets. (2013). Ledenyov, Dimitri.
   In: MPRA Paper.
   RePEc:pra:mprapa:49921.

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10. A Time Series Analysis of U.K. Construction and Real Estate Indices. (2013). Belaire-Franch, Jorge ; Opong, Kwaku.
    In: The Journal of Real Estate Finance and Economics.
    RePEc:kap:jrefec:v:46:y:2013:i:3:p:516-542.

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11. The Finite-Sample Size of the BDS Test for GARCH Standardized Residuals. (2012). Fernandes, Marcelo ; Preumont, Pierre-Yves .
    In: Brazilian Review of Econometrics.
    RePEc:sbe:breart:v:32:y:2012:i:2:a:18608.

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12. Terremoto y sus efectos sobre el bienestar: un análisis multidimensional. (2012). Sanhueza, Claudia ; Contreras, Dante ; Maquieira, Carlos ; Gorigoitia, Juan .
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13. MARTINGALES, NONLINEARITY, AND CHAOS. (2012). Serletis, Apostolos ; Barnett, William.
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    RePEc:kan:wpaper:201225.

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14. Is the Indian stock market efficient? Evidence from a TAR model with an autoregressive unit root. (2011). Mishra, Vinod.
    In: Applied Economics Letters.
    RePEc:taf:apeclt:v:18:y:2011:i:5:p:467-472.

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15. Modeling and Forecasting the Dynamics in Romanian Stock Market Indices Using Threshold Models. (2011). Caraiani, Petre ; Acatrinei, Marius Cristian .
    In: Journal for Economic Forecasting.
    RePEc:rjr:romjef:v::y:2011:i:2:p:42-54.

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16. Nonlinear Dynamics of the Russian Stock Market in Problems of Risk Management. (2011). Borusyak, K..
    In: Journal of the New Economic Association.
    RePEc:nea:journl:y:2011:i:11:p:85-105.

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17. A search for long-range dependence and chaotic structure in Indian stock market. (2011). Bhanumurthy, N R ; Mishra, Ritesh ; Sehgal, Sanjay.
    In: Review of Financial Economics.
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18. Testing for Neglected Nonlinearity in Weekly Foreign Exchange Rates. (2011). Sadique, Shibley M..
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19. Nonlinear Dependence in Stock Returns: Evidences from India. (2010). HIREMATH, GOURISHANKAR ; Kamaiah, Bandi.
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20. Recent Advances in Neo-Schumpeterian Economics. (2009). Pyka, Andreas ; Cantner, Uwe.
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21. Is Malaysian Stock Market Efficient? Evidence from Threshold Unit Root Tests. (2009). Munir, Qaiser ; Mansur, Kasim.
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22. Is There Any International Diversification Benefits in ASEAN Stock Markets?. (2009). Liew, Venus ; Lim, Kian-Ping ; Lee, Hock-Ann.
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23. Oil Prices and Equity Returns in the BRIC Countries. (2009). Nikolova, Biljana ; Bhar, Ramaprasad.
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24. Nonlinear behaviour of emerging market bonds spreads: the Latin American case. (2008). Maquieira, Carlos ; Bonilla, Claudio ; Romero-Meza, Rafael.
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25. Non-stationarity and Non-linearity in Stock Prices: Evidence from the OECD Countries. (2008). Chen, Shyh-Wei.
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26. Non-stationarity and Non-linearity in Stock Prices: Evidence from the OECD Countries. (2008). Chen, Shyh-Wei.
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27. Nonlinear event detection in the Chilean stock market. (2007). Hinich, Melvin ; Bonilla, Claudio ; Romero-Meza, Rafael.
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28. A Nonparametric Variance-Ratio Test of the Behavior of U.K. Real Estate and Construction Indices. (2007). Belaire-Franch, Jorge ; Webb, James R. ; McGreal, Stanley ; Opong, Kwaku K..
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29. Episodic nonlinearity in Latin American stock market indices. (2006). Bonilla, Claudio ; Romero-Meza, Rafael ; Hinich, Melvin J..
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30. Market characteristics and chaos dynamics in stock markets: an international comparison. (2006). Mattarocci, Gianluca.
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31. The behaviour of US stock prices: Evidence from a threshold autoregressive model. (2006). Narayan, Paresh.
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32. Non-linear dependence and conditional heteroscedasticity in stock returns evidence from the norwegian thinly traded equity market. (2005). Solibakke, P..
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33. Are the Australian and New Zealand stock prices nonlinear with a unit root?. (2005). Narayan, Paresh.
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34. A Variance Ratio Test of the Behaviour of Some FTSE Equity Indices Using Ranks and Signs. (2005). Belaire-Franch, Jorge ; Opong, Kwaku.
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35. Cross-temporal universality of non-linear dependencies in Asian stock markets. (2005). Hinich, Melvin ; Lim, Kian-Ping.
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36. Cross-temporal universality of non-linear dependencies in Asian stock markets. (2005). Lim, Kian-Ping ; Hinich, Melvin J..
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37. Weak-form Efficient Market Hypothesis, Behavioural Finance and Episodic Transient Dependencies: The Case of the Kuala Lumpur Stock Exchange. (2003). Liew, Venus ; Lim, Kian-Ping ; Wong, Hock-Tsen.
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38. International Diversification Benefits in ASEAN Stock Markets: a Revisit. (2003). Liew, Venus ; Lim, Kian-Ping ; Lee, Hock-Ann.
    In: Finance.
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39. Testing for Non-Linearity in ASEAN Financial Markets. (2003). Liew, Venus ; Lim, Kian-Ping.
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40. Are Non-Linear Dynamics a Universal Occurrence? Further Evidence From Asian Stock Markets. (2003). Liew, Venus ; Lim, Kian-Ping ; Habibullah, Muzafar Shah ; Azali, M..
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41. GARCH Diagnosis with Portmanteau Bicorrelation Test: An Application on the Malaysias Stock Market. (2003). Liew, Venus ; Lim, Kian-Ping ; Hinich, Melvin.
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42. Nonlinear Noise Estimation in International Capital Markets. (2002). Siriopoulos, Costas ; Leontitsis, Alexandros.
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43. Non-Linear Forecasting Methods: Some Applications to the Analysis of Financial Series. (2002). Sosvilla-Rivero, Simon ; Bajo-Rubio, Oscar ; Fernandez-Rodriguez, Fernando.
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44. Instability and chaotic dynamics in stock returns. (2001). Masayoshi, Alberto .
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45. Nonlinearities, cyclical behaviour and predictability in stock markets: international evidence. (2001). Sarantis, Nicholas .
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46. Chaotic behavior in national stock market indices: New evidence from the close returns test. (2001). McKenzie, Michael D..
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47. Linear and nonlinear dependence in Turkish equity returns and its consequences for financial risk management. (2001). KÜÇÜKÖZMEN, CUMHUR ; Harris, Richard ; Harris, Richard D. F., .
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48. Martingales, Nonlinearity, and Chaos. (1998). Serletis, Apostolos ; Barnett, William.
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49. Nonlinear and Complex Dynamics in Economics. (1997). Serletis, Apostolos ; Medio, Alfredo ; Barnett, William.
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50. A Test for Independence Based on the Correlation Dimension.. (1995). Scheinkman, Jose ; Lebaron, Blake ; Brock, William ; Dechert, W. D..
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