✦ LIBER ✦

Testing for covariance stationarity in stock market data

✍ Scribed by Adrian R. Pagan; G.William Schwert

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

Testing stationarity for stock market da

✍ Dominique Dehay; Jacek Leśkow 📂 Article 📅 1996 🏛 Elsevier Science 🌐 English ⚖ 371 KB

Bootstrapping covariate stationarity tes

✍ Cheng-Feng Lee; Ching-Chuan Tsong 📂 Article 📅 2009 🏛 Elsevier Science 🌐 English ⚖ 203 KB

Testing for Covariance Stationarity in t

✍ M. F. Omran; E. McKenzie 📂 Article 📅 1999 🏛 John Wiley and Sons ⚖ 193 KB

Testing for stationarity in heterogeneou

✍ Kaddour Hadri 📂 Article 📅 2000 🏛 John Wiley and Sons 🌐 English ⚖ 232 KB

TESTING FOR STATIONARITY OF INFLATION RA

✍ Ching-chuan Tsong; Cheng-feng Lee 📂 Article 📅 2010 🏛 John Wiley and Sons 🌐 English ⚖ 725 KB

A new frequency domain approach of testi

✍ Carsten Jentsch 📂 Article 📅 2011 🏛 John Wiley and Sons 🌐 English ⚖ 1003 KB