LSTUR regression theory and the instability of the sample correlation coefficient between financial return indices (Q5083249)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: LSTUR regression theory and the instability of the sample correlation coefficient between financial return indices |
scientific article; zbMATH DE number 7546386
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | LSTUR regression theory and the instability of the sample correlation coefficient between financial return indices |
scientific article; zbMATH DE number 7546386 |
Statements
LSTUR regression theory and the instability of the sample correlation coefficient between financial return indices (English)
0 references
22 June 2022
0 references
autoregression
0 references
stochastic unit root
0 references
spurious regression
0 references
time-varying coefficients
0 references
