Work

A Test for Independence Based on the Correlation Dimension

Year: 2001

Type: book-chapter

Source: Edward Elgar Publishing eBooks

DOI: 10.4337/9781782543046.00024

Authors: W.A. Brock, W.D. Dechert, J.A. Scheinkman, B. LeBaron

Language: English

Topic: Complex Systems and Time Series Analysis

Subfield: Economics and Econometrics

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W3124423801

FWCI: 17.37

Cites:

Cited by: 175

Related to: 10