Nonlinear Times Series in Financial Economics

ENCYCLOPEDIA OF COMPLEXITY AND SYSTEMS SCIENCE, Bruce Mizrach, ed., Springer-Verlag, 2008

27 Pages Posted: 15 Jun 2008

See all articles by Terence C. Mills

Terence C. Mills

Loughborough University - Department of Economics

Raphael N. Markellos

University of East Anglia (UEA) - Norwich Business School

Date Written: May 2008

Abstract

This article has been prepared for the "Encyclopedia of Complexity and Systems Science", Bruce Mizrach (ed) which will be published by Springer-Verlag in 2008.

Keywords: Nonlinear Time Series, Finance

Suggested Citation

Mills, Terence C. and Markellos, Raphael N., Nonlinear Times Series in Financial Economics (May 2008). ENCYCLOPEDIA OF COMPLEXITY AND SYSTEMS SCIENCE, Bruce Mizrach, ed., Springer-Verlag, 2008, Available at SSRN: https://ssrn.com/abstract=1144526

Terence C. Mills

Loughborough University - Department of Economics ( email )

York House
Loughborough LE11 3TU
Great Britain
+44 1509 222703 (Phone)
+44 1509 223910 (Fax)

Raphael N. Markellos (Contact Author)

University of East Anglia (UEA) - Norwich Business School ( email )

Norwich
NR4 7TJ
United Kingdom

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