This article tests for nonlinear dependence and chaos in real-time returns on the world's four most important stock-market indexes. Both the Brock-Dechert-Scheinkman and the Lee. White, and Granger ...

Srikanth K. Iyer, D. Manjunath, R. Manivasakan, Bivariate Exponential Distributions Using Linear Structures, Sankhyā: The Indian Journal of Statistics, Series A ...