Testing the covariance stationarity of heavy-tailed time series : an overview of the theory with applications to several financial datasets
Year of publication: |
1994
|
---|---|
Authors: | Loretan, Mico |
Other Persons: | Phillips, Peter C. B. (contributor) |
Published in: |
Journal of empirical finance. - Amsterdam [u.a.] : Elsevier, ISSN 0927-5398, ZDB-ID 1158263-7. - Vol. 1.1993, 2, p. 211-248
|
Subject: | Zeitreihenanalyse | Time series analysis | Statistische Methodenlehre | Statistical theory | Theorie | Theory |
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