Recurrence is a fundamental property of dynamical systems, which can be exploited to
characterise the system's behaviour in phase space. A powerful tool for their visualisation …

This paper provides a systematic review of the weak‐form market efficiency literature that
examines return predictability from past price changes, with an exclusive focus on the stock …

Oil price and its shocks bring drastic influences on any economy. They are considered as
significant predictors for numerous macro-economic variables, nevertheless their role in …

Written for those who need an introduction, Applied Time Series Analysis reviews
applications of the popular econometric analysis technique across disciplines. Carefully …

This paper presents a test of independence that can be applied to the estimated residuals of
any time series model that can be transformed into a model driven by independent and …

Terence Mills' best-selling graduate textbook provides detailed coverage of research
techniques and findings relating to the empirical analysis of financial markets. In its previous …

This work aims to analyze the cointegration and causality relationship among oil and
precious metals of gold, silver and copper by using nonlinear ARDL and two popular …

In 438 alphabetically-arranged essays, this work provides a useful overview of the core
mathematical background for nonlinear science, as well as its applications to key problems …

What is the score card for economics at the start of the new millennium? While there are
many different schools of economic thought, it is the neo-classical school, with its alleged …

This work re-investigates the pollution haven hypothesis in the context of Pakistan for the
time span 1975–2016 by employing a non-linear autoregressive distribution lag (NARDL) …