1989-07-01, English, Article, Journal or magazine article edition: Nonlinear dynamics and stock returns. Scheinkman, Jose A.; LeBaron, Blake

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Bookmark: http://trove.nla.gov.au/version/58309228
Physical Description
  • graph Uniform line.
  • graph Uniform square.
  • graph Value-weighted weekly conditionals.
  • Magazine/​Journal article
Published
  • University of Chicago Press, 1989 July
Language
  • English

Edition details

Title
  • Nonlinear dynamics and stock returns.
Appears In
  • The Journal of Business, v62, no.n3, 1989 July, p311(28) (ISSN: 0021-9398)
Author
  • Scheinkman, Jose A.
  • LeBaron, Blake
Published
  • University of Chicago Press, 1989 July
Physical Description
  • graph Uniform line.
  • graph Uniform square.
  • graph Value-weighted weekly conditionals.
  • Magazine/​Journal article
Subjects
Target Audience
  • Trade
Summary
  • Algorithms that can detect the presence of nonlinear dependence in time series and can determine between chaotic output of simple deterministic systems and stochastic systems are applied to stock returns. The algorithms were applied to more than 5,200 daily returns listed on the Center for Research in Security Prices' value-weighted portfolio. Results indicate that there is nonlinear dependence on the weekly returns.
Notes
  • graph Uniform line.
  • graph Uniform square.
  • graph Value-weighted weekly conditionals.
Language
  • English
Database
  • Gale Academic OneFile
  • Gale General OneFile
  • Gale Expanded Academic
Identifier
  • 7488540

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Ascham School: Margaret Bailey Library. Not open to the public Held. Not for ILL. Periodical; Journal, magazine, other English
Australian Bureau of Statistics. Castles Library. May not be open to the public 338.5442 JOU A only issue held; v.51, no.4; Oct.1978. Book; Map; Atlas English
Australian Catholic University. Open to the public ACQ-4404; BPO CD-ROM ASK AT INFORMATION DESK <ACQ-4404> Periodical; Journal, magazine, other English
CAVAL. CARM Centre. May not be open to the public 000158032; Held; Vol. 43-v.64; 1970-1991 Book; Map; Atlas English
Charles Sturt University. Bathurst Campus Library. Open to the public 000102281; P650 6; Vol. 45(1972)-Vol. 75:no. 1 (01/2002) Book; Map; Atlas English
Charles Sturt University. CSU Library - Electronic Resources (shared). Open to the public 002052819; Full Text Available; JSTOR Arts and Sciences 1 - Available from 1954 volume: 27 issue: 1 until 2006 volume: 79 issue: 6 Periodical; Journal, magazine, other English
CSIRO. Library Services. Not open to the public 375137; Online access. Available for document delivery. Restrictions apply.; Vol. 70, no. 2 (Apr. 1997)-v. 79 (2006) Book; Map; Atlas English
Deakin University. Deakin University Library. Open to the public 22P05214; GLG v.27(1954)-51(1978); FRO v.38:2(1965)-39:1/2(1966) Book; Map; Atlas English
Edith Cowan University. Edith Cowan University Library. Open to the public Periodical; Journal, magazine, other English
Federation University Australia Library. Open to the public BPO ASK AT INFO.DESK; 1993- Periodical; Journal, magazine, other English
Flinders University. Flinders University Central Library. Open to the public 9957277801771; 658.05 J86 Book; Map; Atlas English
James Cook University. Townsville Campus Library. Open to the public Vol. 27-v. 71; 1954-1998 Book; Map; Atlas English
Monash University. Monash University Library. Open to the public 9917650101751; 650.5 J86; v. 27, no. 1 (Jan. 1954) to v. 78, no. 6 (Nov. 2005); v. 27 (1954) is bound with previous title v. 26 (1953); OS; YOS-SER Book; Map; Atlas English
National Library of Australia. Open to the public 761104; S 658.05 JOU; Vol. 27, no. 1-v. 68, no. 1; v. 68, no. 3-v. 68, no. 4 (Jan. 1954-Jan. 1995; Jul. 1995-Oct. 1995) Book; Map; Atlas English
Plantagenet Shire Council Libraries. Mount Barker Library. Open to the public Held. Check holdings Periodical; Journal, magazine, other English
RMIT University. RMIT University Library. Open to the public 9912291960001341; PER 650 J86; Held in Storage. Request from <a href=http://www.rmit.edu.au/library/dds target=_blank>Document Delivery</a>; v. 40, no. 1 (1967)-; 2001-v. 79, no. 6 (Nov. 2006), 9910235840001341; MIC 650 J86; v. 1 (1928)-v. 39 (1966) Book; Map; Atlas; Microform; Periodical; Journal, magazine, other English
Saint Ignatius' College, Riverview. Christopher Brennan Library. Not open to the public Periodical; Journal, magazine, other English
Southern Cross University. University Library Lismore. Open to the public Electronic resource - Check catalogue for holdings, 000102281; P650.05 2; v.47(1974)-v.61(1988). Periodical; Journal, magazine, other English
State Library of NSW. Open to the public R DS651.06/8; Vol.27 (1954)-v.34; R N650.6/2; Vol.35-v. 79, no. 6 (Nov. 2006), Held; Vol.27 (1954)-v.34; Vol.35-v. 79, no. 6 (Nov. 2006) Book; Map; Atlas; Periodical; Journal, magazine, other English
The University of Melbourne. The University of Melbourne Library. Open to the public ECO P 330.5 J86; v.29-v.79 (ECO); 1956-2006; Lacks v.48/1975 Book; Map; Atlas English
The University of Sydney. University of Sydney Library. Open to the public Book; Map; Atlas English
University of Queensland. University of Queensland Library. Open to the public b1006736x; sshp HF5001 .J6 : 54(1981)-79(2006); whsp BP02208 : 27(1954)-53(1980) Periodical; Journal, magazine, other English
University of Western Australia. University of Western Australia Library. Open to the public 9913452402101; HELD; V. 43-77, 78(1-4, 6), 79 ; 1970-2006 Book; Map; Atlas English
University of Wollongong. University of Wollongong Library. Open to the public S 650.05/1 v.33 1960-v.41 1968 (microfilm) ; v.42 1969-v.71 1998 Incomplete Book; Map; Atlas English
Xavier College. Brennan Library. May not be open to the public Periodical; Journal, magazine, other English
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These 2 locations in Australian Capital Territory:

Library Access Call number(s) Formats held Language
Australian Bureau of Statistics. Castles Library. May not be open to the public 338.5442 JOU A only issue held; v.51, no.4; Oct.1978. Book; Map; Atlas English
National Library of Australia. Open to the public 761104; S 658.05 JOU; Vol. 27, no. 1-v. 68, no. 1; v. 68, no. 3-v. 68, no. 4 (Jan. 1954-Jan. 1995; Jul. 1995-Oct. 1995) Book; Map; Atlas English
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These 9 locations in New South Wales:

Library Access Call number(s) Formats held Language
Ascham School: Margaret Bailey Library. Not open to the public Held. Not for ILL. Periodical; Journal, magazine, other English
Australian Catholic University. Open to the public ACQ-4404; BPO CD-ROM ASK AT INFORMATION DESK <ACQ-4404> Periodical; Journal, magazine, other English
Charles Sturt University. Bathurst Campus Library. Open to the public 000102281; P650 6; Vol. 45(1972)-Vol. 75:no. 1 (01/2002) Book; Map; Atlas English
Charles Sturt University. CSU Library - Electronic Resources (shared). Open to the public 002052819; Full Text Available; JSTOR Arts and Sciences 1 - Available from 1954 volume: 27 issue: 1 until 2006 volume: 79 issue: 6 Periodical; Journal, magazine, other English
Saint Ignatius' College, Riverview. Christopher Brennan Library. Not open to the public Periodical; Journal, magazine, other English
Southern Cross University. University Library Lismore. Open to the public Electronic resource - Check catalogue for holdings, 000102281; P650.05 2; v.47(1974)-v.61(1988). Periodical; Journal, magazine, other English
State Library of NSW. Open to the public R DS651.06/8; Vol.27 (1954)-v.34; R N650.6/2; Vol.35-v. 79, no. 6 (Nov. 2006), Held; Vol.27 (1954)-v.34; Vol.35-v. 79, no. 6 (Nov. 2006) Book; Map; Atlas; Periodical; Journal, magazine, other English
The University of Sydney. University of Sydney Library. Open to the public Book; Map; Atlas English
University of Wollongong. University of Wollongong Library. Open to the public S 650.05/1 v.33 1960-v.41 1968 (microfilm) ; v.42 1969-v.71 1998 Incomplete Book; Map; Atlas English
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These 2 locations in Queensland:

Library Access Call number(s) Formats held Language
James Cook University. Townsville Campus Library. Open to the public Vol. 27-v. 71; 1954-1998 Book; Map; Atlas English
University of Queensland. University of Queensland Library. Open to the public b1006736x; sshp HF5001 .J6 : 54(1981)-79(2006); whsp BP02208 : 27(1954)-53(1980) Periodical; Journal, magazine, other English
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Flinders University. Flinders University Central Library. Open to the public 9957277801771; 658.05 J86 Book; Map; Atlas English
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These 8 locations in Victoria:

Library Access Call number(s) Formats held Language
CAVAL. CARM Centre. May not be open to the public 000158032; Held; Vol. 43-v.64; 1970-1991 Book; Map; Atlas English
CSIRO. Library Services. Not open to the public 375137; Online access. Available for document delivery. Restrictions apply.; Vol. 70, no. 2 (Apr. 1997)-v. 79 (2006) Book; Map; Atlas English
Deakin University. Deakin University Library. Open to the public 22P05214; GLG v.27(1954)-51(1978); FRO v.38:2(1965)-39:1/2(1966) Book; Map; Atlas English
Federation University Australia Library. Open to the public BPO ASK AT INFO.DESK; 1993- Periodical; Journal, magazine, other English
Monash University. Monash University Library. Open to the public 9917650101751; 650.5 J86; v. 27, no. 1 (Jan. 1954) to v. 78, no. 6 (Nov. 2005); v. 27 (1954) is bound with previous title v. 26 (1953); OS; YOS-SER Book; Map; Atlas English
RMIT University. RMIT University Library. Open to the public 9912291960001341; PER 650 J86; Held in Storage. Request from <a href=http://www.rmit.edu.au/library/dds target=_blank>Document Delivery</a>; v. 40, no. 1 (1967)-; 2001-v. 79, no. 6 (Nov. 2006), 9910235840001341; MIC 650 J86; v. 1 (1928)-v. 39 (1966) Book; Map; Atlas; Microform; Periodical; Journal, magazine, other English
The University of Melbourne. The University of Melbourne Library. Open to the public ECO P 330.5 J86; v.29-v.79 (ECO); 1956-2006; Lacks v.48/1975 Book; Map; Atlas English
Xavier College. Brennan Library. May not be open to the public Periodical; Journal, magazine, other English
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