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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Bibliographic Details
Main Authors: Lim, Kian-Ping, Azali, M., Habibullah, M.S., Liew, Venus Khim-Sen
Format: Article
Language:English
Published: Munich University Library 2003
Subjects:
Online Access:http://ir.unimas.my/id/eprint/18600/
http://ir.unimas.my/id/eprint/18600/8/ARE%20NON-LINEAR%20DYNAMICS%20A%20UNIVERSAL%20OCCURRENCE%20%28abstract%29.pdf