SAD and stock returns revisited: nonlinear analysis based on MF-DCCA and Granger test (Q2153247)
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scientific article; zbMATH DE number 7552395
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| English | SAD and stock returns revisited: nonlinear analysis based on MF-DCCA and Granger test |
scientific article; zbMATH DE number 7552395 |
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SAD and stock returns revisited: nonlinear analysis based on MF-DCCA and Granger test (English)
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1 July 2022
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SAD
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MF-DFA
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MF-DCCA
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Granger test
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stock returns
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