Spectral analysis of public utility returns

DOI10.1016/0304-4076(77)90056-2MaRDI QIDQ1247153zbMATH OpenOpenAlexFDO

Authors Michael A. Goldberg, Ashok Vora

Publication date 1977

Published in Journal of Econometrics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/0304-4076(77)90056-2

Mathematics Subject Classification ID

Inference from stochastic processes and spectral analysis (62M15) Applications of statistics to economics (62P20) Microeconomic theory (price theory and economic markets) (91B24) Statistical methods; risk measures (91G70)

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