Publicacións en colaboración con investigadores/as de Brock University (4)

2014

  1. A permutation entropy based test for causality: The volume-stock price relation

    Physica A: Statistical Mechanics and its Applications, Vol. 398, pp. 280-288

  2. Nonparametric correlation integral-based tests for linear and nonlinear stochastic processes

    Decisions in Economics and Finance, Vol. 37, Núm. 1, pp. 181-193

  3. Nonparametric tests for serial dependence based on runs

    Nonlinear Dynamics, Psychology, and Life Sciences, Vol. 18, Núm. 2, pp. 123-136

2011

  1. Testing for nonlinear dependence in financial markets

    Nonlinear Dynamics, Psychology, and Life Sciences, Vol. 15, Núm. 3, pp. 407-418