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subject:"USA"
~institution:"Centre d'Économie de la Sorbonne, Université Paris 1 (Panthéon-Sorbonne)"
~language:"swe"
~language:"und"
~subject:"estimation"
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Guégan, Dominique
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Centre d'Économie de la Sorbonne, Université Paris 1 (Panthéon-Sorbonne)
Tilburg University, Center for Economic Research
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Global and local stationary modelling in finance : theory and empirical evidence.
Guégan, Dominique
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Centre d'Économie de la Sorbonne, Université Paris 1 …
-
2007
stationarities on the
estimation
of the sample autocorrelation function and give several examples of models for which spurious …
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