A single-blind controlled competition among tests for nonlinearity and chaos

Ergodic theory of chaos and strange attractors

Jean‐Pierre Eckmann, David Ruelle · Reviews of Modern Physics · 1985 · 4.9K citations

Natural Sciences, Mathematics, Physics +17

A test for independence based on the correlation dimension

W. A. Broock, J. A. Scheinkman, W. Davis Dechert et al. · Econometric Reviews · 1996 · 3.5K citations

Computing, Biostatistics, Econometrics +14

Simple Technical Trading Rules and the Stochastic Properties of Stock Returns

William Brock, Josef Lakonishok, Blake LeBaron · The Journal of Finance · 1992 · 2.2K citations

Business, Economics, Finance +12

Proceedings of the National Academy of Science

Scientific American · 1874 · 982 citations

Natural Sciences, Physics, Science Education +2

TESTING FOR GAUSSIANITY AND LINEARITY OF A STATIONARY TIME SERIES

Melvin J. Hinich · Journal of Time Series Analysis · 1982 · 786 citations

Natural Sciences, Mathematics, Econometrics +14