Testing for covariance stationarity in stock market data (Q1676731)

From MaRDI portal
Revision as of 05:18, 5 March 2024 by Import240304020342 (talk | contribs) (Set profile property.)
scientific article
Language Label Description Also known as
English
Testing for covariance stationarity in stock market data
scientific article

    Statements

    title
    Testing for covariance stationarity in stock market data (English)
    0 references
    author
    Adrian R. Pagan
    0 references
    G. William Schwert
    0 references
    publication date
    9 November 2017
    0 references
    zbMATH DE Number
    6804987
    0 references
     
    Retrieved from "https://portal.mardi4nfdi.de/w/index.php?title=Item:Q1676731&oldid=26415961"
    Powered by MediaWiki