Testing for covariance stationarity in stock market data (Q1676731)

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Language	Label	Description	Also known as
English	Testing for covariance stationarity in stock market data	scientific article

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scholarly article

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Testing for covariance stationarity in stock market data (English)

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Adrian R. Pagan

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G. William Schwert

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Economics Letters

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publication date

9 November 2017

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MaRDI profile type

MaRDI publication profile

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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

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Identifiers

zbMATH Open document ID

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10.1016/0165-1765(90)90163-U

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Mathematics Subject Classification ID

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zbMATH DE Number

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Sitelinks

Mathematics(1 entry)

mardi Publication:1676731

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