References
- Brooks , C , Hinich , MJ and Molyneux , R . 2000 . “ Episodic nonlinear event detection: political epochs in exchange rates ” . In Political Complexity: Political Epochs in Exchange Rates , Edited by: Richards , D . 83 – 98 . Ann Arbor, MI : Michigan University Press .
- Hinich , MJ . 1996 . Testing for dependence in the input to a linear time series model . Journal of Nonparametric Statistics , 6 : 205 – 21 .
- Hinich , MJ and Patterson , DM . 1995 . Detecting Epochs of Transient Dependence in White Noise. mimeo University of Texas at Austin
- Hinich , MJ and Patterson , DM . 2005 . “ Detecting epochs of transient dependence in white noise ” . In Money, Measurement and Computation , Edited by: Belongia , MT and Binner , JM . 61 – 75 . London : Palgrave Macmillan .
- Lim , KP and Hinich , MJ . 2005 . Non-linear market behavior: events detection in the Malaysian stock market . Economics Bulletin , 7 : 1 – 5 .
- Lim , KP , Hinich , MJ and Brooks , RD . 2006 . “ Events that shook the market: an insight from nonlinear serial dependencies in intraday returns ” . SSRN Working Paper (Available online http://ssrn.com/abstract=912603)