SAD and stock returns revisited: nonlinear analysis based on MF-DCCA and Granger test (Q2153247)
From MaRDI portal
!
This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use the normal view instead:
scientific article; zbMATH DE number 7552395
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | SAD and stock returns revisited: nonlinear analysis based on MF-DCCA and Granger test |
scientific article; zbMATH DE number 7552395 |
Statements
SAD and stock returns revisited: nonlinear analysis based on MF-DCCA and Granger test (English)
0 references
1 July 2022
0 references
SAD
0 references
MF-DFA
0 references
MF-DCCA
0 references
Granger test
0 references
stock returns
0 references
