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Rafael Romero-Meza, Claudio A. Bonilla & Melvin J. Hinich. (2007) Nonlinear event detection in the Chilean stock market. Applied Economics Letters 14:13, pages 987-991.
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Claudio A. Bonilla, Rafael Romero-Meza & Melvin J. Hinich. (2007) GARCH inadequacy for modelling exchange rates: empirical evidence from Latin America. Applied Economics 39:19, pages 2529-2533.
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Claudio A. Bonilla, Rafael Romero-Meza & Melvin J. Hinich. (2006) Episodic nonlinearity in Latin American stock market indices. Applied Economics Letters 13:3, pages 195-199.
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Gülfen Tuna, Vedat Ender Tuna, Mirsariyya Aghalarova & Ahmet Bülent Atasoy. (2022) The relationship between energy consumption and economıc growth in the G7 countries: the time-varying asymmetric causality analysis. International Journal of Energy Sector Management 16:6, pages 1150-1171.
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Cuma DEMİRTAŞ & Munise ILIKKAN ÖZGÜR. (2022) Türkiye’de İklim Değişikliği ile Şeker Pancarı Üretimi Arasındaki İlişkinin İncelenmesi: Zamanla Değişen Simetrik ve Asimetrik Nedensellik Analizi. Gaziantep University Journal of Social Sciences 21:2, pages 611-628.
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Vedat Ender Tuna, Gülfen Tuna & Nurcan Kostak. (2021) The effect of oil market shocks on the stock markets: Time-varying asymmetric causal relationship for conventional and Islamic stock markets. Energy Reports 7, pages 2759-2774.
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Cuma Demirtaş, Munise Ilıkkan Özgür & Esra Soyu. (2021) The Symmetric and Asymmetric Time-Varying Causality Relationships Between the COVID-19 Outbreak and the Stock Exchange: The Case of Selected Countries. Ekonomika 100:2, pages 144-170.
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Seyfettin Erdoğan, Ayfer Gedikli & Mustafa Kırca. (2019) A note on time-varying causality between natural gas consumption and economic growth in Turkey. Resources Policy 64, pages 101504.
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Tetsuo Kurosaki & Young Shin Kim. (2019) Foster-Hart optimization for currency portfolios. Studies in Nonlinear Dynamics & Econometrics 23:2.
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Vinodh Madhavan & Partha Ray. (2017) Evolving Efficiency of Dually-Listed Indian Stocks: A Nonlinear Perspective. Journal of Quantitative Economics 16:1, pages 13-35.
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Elena Rusticelli, Semei Coronado & Leonardo Gatica Arreola. 2016. Financial Deepening and Post-Crisis Development in Emerging Markets. Financial Deepening and Post-Crisis Development in Emerging Markets
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Claudio A. Bonilla, Rafael Romero-Meza & Carlos Maquieira. (2010) NONLINEARITIES AND GARCH INADEQUACY FOR MODELING STOCK MARKET RETURNS: EMPIRICAL EVIDENCE FROM LATIN AMERICA. Macroeconomic Dynamics 15:5, pages 713-724.
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CLAUDIO A. BONILLA, RAFAEL ROMERO & ELIZABETH GUTIERREZ. (2011) EPISODIC NON-LINEARITIES AND MARKET EFFICIENCY IN THE MEXICAN STOCK MARKET. The Manchester School 79:3, pages 367-380.
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Phillip Wild, Melvin J. Hinich & John Foster. (2010) Are daily and weekly load and spot price dynamics in Australia's National Electricity Market governed by episodic nonlinearity?. Energy Economics 32:5, pages 1082-1091.
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Phillip Wild, John Foster & Melvin J. Hinich. (2010) IDENTIFYING NONLINEAR SERIAL DEPENDENCE IN VOLATILE, HIGH-FREQUENCY TIME SERIES AND ITS IMPLICATIONS FOR VOLATILITY MODELING. Macroeconomic Dynamics 14:S1, pages 88-110.
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Kian-Ping LimMuzafar Shah HabibullahMelvin J. Hinich. (2009) The Weak-form Efficiency of Chinese Stock Markets. Journal of Emerging Market Finance 8:2, pages 133-163.
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Kian-Ping LimMelvin J. HinichVenus Khim-Sen Liew. (2016) Statistical Inadequacy of GARCH Models for Asian Stock Markets. Journal of Emerging Market Finance 4:3, pages 263-279.
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Kian-Ping Lim, Robert Darren Brooks & Melvin Hinich. (2006) Testing the Assertion that Emerging Asian Stock Markets are Becoming More Efficient. SSRN Electronic Journal.
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Adriana Grigorescu, Popescu (Spprchez) Nicoleta, Andrei Elena Cristina, Radu Lupu, Adrian CClin Cantemir, Carmen Albu & Andreea Bianca Ene. (2014) Holistica Journal of Business and Public Administration, No. 1/2014. SSRN Electronic Journal.
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