Are Non-Linear Dynamics A Universal Occurrence? Further Evidence From Asian Stock Markets
With abounding evidence of non-linearity in stock markets of developed markets, this study attempts to narrow the gap in the literature of Asian countries by providing further empirical evidence to the issue “are non-linear dynamics a universal occurrence?”. The results from the Hinich bispectrum t...
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Main Authors: | Lim, Kian-Ping, Azali, M., Habibullah, M.S., Liew, Venus Khim-Sen |
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Format: | E-Article |
Language: | English |
Published: |
Munich University Library
2003
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Subjects: | |
Online Access: | http://ir.unimas.my/id/eprint/18600/8/ARE%20NON-LINEAR%20DYNAMICS%20A%20UNIVERSAL%20OCCURRENCE%20%28abstract%29.pdf http://ir.unimas.my/id/eprint/18600/ https://econpapers.repec.org/paper/wpawuwpfi/0308001.htm |
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