A note on testing covariance stationarity
Giuseppe Cavaliere and A. M. Robert Taylor
| Year of publication: |
2009
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|---|---|
| Authors: | Cavaliere, Giuseppe ; Taylor, Robert |
| Published in: |
Econometric reviews. - Philadelphia, Pa. : Taylor & Francis, ISSN 0731-1761, ZDB-ID 797463-2. - Vol. 28.2009, 4, p. 364-371
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| Subject: | Volatilität | Volatility | Varianzanalyse | Analysis of variance | Statistischer Test | Statistical test | Theorie | Theory |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003864024