Testing non-linearities in world stock market prices (Q1676594): Difference between revisions
From MaRDI portal
Set profile property. |
ReferenceBot (talk | contribs) Changed an Item |
||
| (One intermediate revision by one other user not shown) | |||
| Property / full work available at URL | |||
| Property / full work available at URL: https://doi.org/10.1016/0165-1765(89)90107-9 / rank | |||
Normal rank | |||
| Property / OpenAlex ID | |||
| Property / OpenAlex ID: W2058269771 / rank | |||
Normal rank | |||
| Property / cites work | |||
| Property / cites work: Q4158357 / rank | |||
Normal rank | |||
| Property / cites work | |||
| Property / cites work: DIAGNOSTIC CHECKING ARMA TIME SERIES MODELS USING SQUARED-RESIDUAL AUTOCORRELATIONS / rank | |||
Normal rank | |||
| Property / cites work | |||
| Property / cites work: Q3795105 / rank | |||
Normal rank | |||
| Property / cites work | |||
| Property / cites work: Q5445942 / rank | |||
Normal rank | |||
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 |
Statements
Testing non-linearities in world stock market prices (English)
0 references
9 November 2017
0 references
