Zerihun, Mulatu F.; Breitenbach, M.C. (Marthinus); Kemegue, Francis M.
(Elsevier, 2016-08)
In this paper two nonlinearity tests are employed: the nonparametric test developed by Brock,
Dechert and Scheinkman - known as the BDS test and the Fourier stationarity test. The BDS
non-linearity test detects whether ...