A Note on Testing Covariance Stationarity (Q3183726)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A Note on Testing Covariance Stationarity |
scientific article |
Statements
A Note on Testing Covariance Stationarity (English)
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21 October 2009
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KPSS
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nonstationary volatility
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stationarity testing
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