Nonstationarity of Stock Returns (Q2799944)

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scientific article

Language	Label	Description	Also known as
English	Nonstationarity of Stock Returns	scientific article

Statements

scholarly article

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Nonstationarity of Stock Returns (English)

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Springer Proceedings in Mathematics & Statistics

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publication date

14 April 2016

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zbMATH Keywords

nonstationarity measure

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entropy

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risk premium

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diversification

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asset pricing

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MaRDI profile type

MaRDI publication profile

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full work available at URL

https://doi.org/10.1007/978-3-319-24747-2_12

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Common risk factors in the returns on stocks and bonds

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Asymptotically mean stationary measures

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Distribution of the Estimators for Autoregressive Time Series With a Unit Root

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The empirical mode decomposition and the Hilbert spectrum for nonlinear and non-stationary time series analysis

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Identifiers

zbMATH Open document ID

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10.1007/978-3-319-24747-2_12

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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:2799944

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