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

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+Q4082864
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+A New Approach to the Economic Analysis of Nonstationary Time Series and the Business Cycle
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+The limiting distribution of extremal exchange rate returns
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+Long-Term Memory in Stock Market Prices
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+Testing for covariance stationarity in stock market data
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+Time Series Regression with a Unit Root
@@ Property / cites work: Time Series Regression with a Unit Root / rank @@
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