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Browsing by Subject "BDS test"

Browsing by Subject "BDS test"

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  • Bhattacharya, Ayan; Sensarma, Rudra (Indian Institute of Management Kozhikode, 2013)
    Efficiency and predictability of financial markets are inherently linked to the statistical properties of market indicators. While many papers have researched nonlinearities in developed financial markets, this paper ...

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