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HACking at non-linearity : evidence from stocks and bonds

Bianchi, Robert, Clements, Adam, & Drew, Michael (2008) HACking at non-linearity : evidence from stocks and bonds. In Robinson, T, Christensen, M, & Fletcher, A (Eds.) 16th Annual conference on Pacific Basin Finance Economics Accounting and Management 2008, 2-4 July 2008, Australia, Queensland, Brisbane.

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ID Code: 30497
Item Type: Conference Paper
Keywords: Linearity, Nonlinear, Heteroskedasticity-robust tests, Autocorrelation-robust tests
ISBN: 9781741072433
Subjects: Australian and New Zealand Standard Research Classification > COMMERCE MANAGEMENT TOURISM AND SERVICES (150000) > BANKING FINANCE AND INVESTMENT (150200)
Australian and New Zealand Standard Research Classification > COMMERCE MANAGEMENT TOURISM AND SERVICES (150000) > BANKING FINANCE AND INVESTMENT (150200) > Financial Econometrics (150202)
Australian and New Zealand Standard Research Classification > COMMERCE MANAGEMENT TOURISM AND SERVICES (150000) > BANKING FINANCE AND INVESTMENT (150200) > Investment and Risk Management (150205)
Divisions: Current > QUT Faculties and Divisions > QUT Business School
Current > Schools > School of Economics & Finance
Deposited On: 12 Feb 2010 22:38
Last Modified: 05 Dec 2014 13:57

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