Directory UMM :Data Elmu:jurnal:J-a:Journal Of Economic Dynamics And Control:Vol25.Issue5.Apr2001:
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Directory UMM :Data Elmu:jurnal:J-a:Journal Of Economic Dynamics And Control:Vol24.Issue5-7.Jul2000:
Using the BDS and the NEGM tests, and 15-s, 1-min and 5-min returns (from September 1 to November 30, 1991), they reject the hypothesis of independence in favor of a nonlinear
Directory UMM :Data Elmu:jurnal:J-a:Journal Of Economic Dynamics And Control:Vol24.Issue5-7.Jul2000:
Although it is true that a correctly speci"ed neural network might be able to learn rational expectations even in more general models, the analysis of the reduced form considered