Testing for covariance stationarity in stock market data (Q1676731): Difference between revisions

@@ Property / cites work @@
+Q4082864
@@ Property / cites work: Q4082864 / rank @@
+Normal rank
@@ Property / cites work @@
+A New Approach to the Economic Analysis of Nonstationary Time Series and the Business Cycle
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@@ Property / cites work @@
+The limiting distribution of extremal exchange rate returns
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@@ Property / cites work @@
+Long-Term Memory in Stock Market Prices
@@ Property / cites work: Long-Term Memory in Stock Market Prices / rank @@
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@@ Property / cites work @@
+Testing for covariance stationarity in stock market data
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@@ Property / cites work @@
+Time Series Regression with a Unit Root
@@ Property / cites work: Time Series Regression with a Unit Root / rank @@
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@@ Property / full work available at URL @@
+https://doi.org/10.1016/0165-1765(90)90163-u
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@@ Property / OpenAlex ID @@
+W1987380341
@@ Property / OpenAlex ID: W1987380341 / rank @@
+Normal rank