Testing non-linearities in world stock market prices (Q1676594): Difference between revisions
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| Property / MaRDI profile type: MaRDI publication profile / rank | |||
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| Property / full work available at URL: https://doi.org/10.1016/0165-1765(89)90107-9 / rank | |||
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| Property / OpenAlex ID: W2058269771 / rank | |||
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| Property / cites work: Q4158357 / rank | |||
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| Property / cites work: DIAGNOSTIC CHECKING ARMA TIME SERIES MODELS USING SQUARED-RESIDUAL AUTOCORRELATIONS / rank | |||
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| Property / cites work: Q3795105 / rank | |||
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Latest revision as of 16:31, 14 July 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Testing non-linearities in world stock market prices |
scientific article |
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Testing non-linearities in world stock market prices (English)
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9 November 2017
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