Chaotic Structure of the BRIC Countries and Turkey’s Stock Market by Samet Günay

“…As chaos has properties such as nonlinearity, sensitivity to initial conditions, and fractality, we performed different methods to identify the existence of the chaos in stock index returns of the BRIC-T countries, using the Brock-Dechert-Scheinkman (BDS) test, the Largest Lyapunov exponent and the Box-Counting method. …”
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Non-linear dependence in the Malaysian stock market by Lim, Kian Ping, Habibullah, Muzafar Shah, Lee, Hock Ann

“…This study empirically investigates the presence of non-linearity in the Malaysian stock market, employing the Brock-Dechert-Scheinkman (BDS) and Hinich bispectrum tests. …”
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Seeking a Chaotic Order in the Cryptocurrency Market by Samet Gunay, Kerem Kaşkaloğlu

“…For this purpose, we conduct a comprehensive series of tests, including Brock–Dechert–Scheinkman (BDS) test, largest Lyapunov exponent, box-counting, and monogram analysis for fractal dimension, and multiple tests for long-range dependence (Aggregated Variances, Peng, Higuchi, R/S Analysis, and Multifractal Detrended Fluctuation Analysis (MFDFA)). …”
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Comparative Analysis of Fractal Properties of Solar Faculae by Sumbul Zehra, Saif Uddin Jilani

“…Moreover, the time series of solar faculae area is non-linear as established by the Brock – Dechert – Scheinkman (BDS) test results…”
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Chaotic Structure of the BRIC Countries and Turkey's Stock Market by Samet Günay

“…As chaos has properties such as nonlinearity, sensitivity to initial conditions, and fractality, we performed different methods to identify the existence of the chaos in stock index returns of the BRIC-T countries, using the Brock-Dechert-Scheinkman (BDS) test, the Largest Lyapunov exponent and the Box-Counting method. …”
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Análisis de las deficiencias del test BDS en series temporales univariantes by Pedro A. Pérez Pascual, Mariano Matilla García, Nelson J. Álvarez Vázquez, Julián Rodríguez Ruiz

“…El test BDS de Brock, Dechert y Scheinkman es un test asintótico que proporciona una herramienta no paramétrica para contrastar la hipótesis nula de series i.i.d., con potencia, en teoría, sobre todas las alternativas restantes (lineales y no lineales, estocásticas y deterministas). …”
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Chaotic Structure of the BRIC Countries and Turkey's Stock Market by Samet Günay

“…As chaos has properties such as nonlinearity, sensitivity to initial conditions, and fractality, we performed different methods to identify the existence of the chaos in stock index returns of the BRIC-T countries, using the Brock-Dechert-Scheinkman (BDS) test, the Largest Lyapunov exponent and the Box-Counting method. …”
Get full text

Chaotic Structure of the BRIC Countries and Turkey's Stock Market by Samet Günay

“…As chaos has properties such as nonlinearity, sensitivity to initial conditions, and fractality, we performed different methods to identify the existence of the chaos in stock index returns of the BRIC-T countries, using the Brock-Dechert-Scheinkman (BDS) test, the Largest Lyapunov exponent and the Box-Counting method. …”
Get full text

The Random Walk Behaviour of Malaysian Stock Market: Evidence from Individual Stocks by Kian-Ping Lim, Mathew Kien-Chung Vun, Hock-Ann Lee

“…With a new statistical tool, namely the Brock-Dechert-Scheinkman( BDS)test, it is possible to detect a more complex form of dependencies in series of financial returns that often appear completely random to standard statistical tests, such as serial correlation tests, runs test, variance ratio test and unit root tests. …”
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Adaptive Market Hypothesis and Predictability: Evidence in Latin American Stock Indices by Andrés R. Cruz-Hernández, Andrés Mora-Valencia

“…To that end, we apply three versions of the variance ratio test, as well as the Brock-Dechert-Scheinkman test for nonlinear predictability. …”
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Investigating adaptive behavior in the foreign exchange market: ZAR versus USD and CNY by Adefemi A. Obalade

“…The study uses a rolling parametric linear variance ratio (VR) test, nonparametric linear runs test, and non-linear Brock, Dechert and Scheinkman (BDS) test to determine time-varying predictability and regression analyses to assess the effect of market conditions. …”
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The random walk behaviour of Malaysian stock market: evidence from individual stocks by Lim, Kian Ping, Mathew Vun, Lee, Hock Ann

“…With a new statistical tool, namely the Brock-Dechert-Scheinkman( BDS)test, it is possible to detect a more complex form of dependencies in series of financial returns that often appear completely random to standard statistical tests, such as serial correlation tests, runs test, variance ratio test and unit root tests. …”
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Is MYR/USD a random walk? New evidence from the BDS test by Lim, Kian Ping, Mohamed, Azali, Lee, Hock Ann

“…This study uses a new non-linear statistical test, namely the Brock-Dechert-Scheinkman (BDS) test to examine whether the MYR/USD exchange rate return series are random walk with the property of being independent and identically distributed. …”
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The random walk behaviour of Malaysian stock market : Evidence from individual stocks by Lim, Kian Ping, Vun, Mathew Kien-Chung, Lee, Hock Ann

“…With a new statistical tool, namely the Brock-Dechert-Scheinkman( BDS) test, it is possible to detect a more complex form of dependencies in series of financial returns that often appear completely random to standard statistical tests, such as serial correlation tests, runs test, variance ratio test and unit root tests. …”
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Do Asian Stock Market Prices Follow Random Walk? A Revisit by Kian-Ping Lim, Muzafar Shah Habibullah, Hock-Ann Lee

“…With a new statistical tool, namely the Brock- Dechert-Scheinkman (BDS) test, it is possible for researchers to detect more complex form of dependencies in series of financial returns that often appear completely random to standard statistical tests, such as serial correlation tests, runs test, variance ratio test and unit root tests. …”
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Do Asian stock market prices follow random walk? A revisit by Lim, Kian Ping, Habibullah, Muzafar Shah, Hock, Ann Lee, Ann Lee

“…With a new statistical tool, namely the Brock-Dechert-Scheinkman (BDS) test, it is possible for researchers to detect more complex form of dependencies in series of financial returns that often appear completely random to standard statistical tests, such as serial correlation tests,runs test, variance ratio test and unit root tests. …”
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Do Asian stock market prices follow random walk? a revisit by Lim, Kian Ping, Habibullah, Muzafar Shah, Hock, Ann Lee

“…With a new statistical tool, namely the Brock-Dechert-Scheinkman (BDS) test, it is possible for researchers to detect more complex form of dependencies in series of financial returns that often appear completely random to standard statistical tests, such as serial correlation tests,runs test, variance ratio test and unit root tests. …”
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Análisis de la conducta temporal de los ADRs latinoamericanos by Jorge L. Urrutia, Joseph Vu

“…Sin embargo, el más poderoso estadístico de Brock, Dechert y Scheinkman, BDS, sugiere la existencia de no linealidad en la cartera de ADRs. …”
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The Causal Connection of Natural Resources and Globalization with Energy Consumption in Top Asian Countries: Evidence from a Nonparametric Causality-in-Quantile Approach by Hafezali Iqbal Hussain, Muhammad Haseeb, Manuela Tvaronavičienė, Leonardus W. W. Mihardjo, Kittisak Jermsittiparsert

“…Moreover, the presence of nonlinearity in the variables was tested by the Brock- Dechert-Scheinkman test (BDS test), which confirmed that all variables showed nonlinear behavior. …”
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The impact of public debt on economic growth in Côte d'Ivoire: New evidence from linear and non-linear ARDL approaches by Saungwem Talknice, Maluleke Glenda, Odhiambo Nicholas M.

“…The study also utilised the bounds F-test for cointegration, the Brock-Dechert-Scheinkman (BDS) nonlinearity test, and the Wald test for asymmetries. …”
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