London calling : nonlinear mean reversion across national stock markets
Hyeongwoo Kim, Jintae Kim
| Year of publication: |
2018
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|---|---|
| Authors: | Kim, Hyeongwoo ; Kim, Jintae |
| Published in: |
The North American journal of economics and finance : a journal of financial economics studies. - Amsterdam [u.a.] : Elsevier, ISSN 1062-9408, ZDB-ID 1289278-6. - Vol. 44.2018, p. 265-277
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| Subject: | ESTAR unit root test | Nonlinear panel unit root test | PANIC | Unit root test | Einheitswurzeltest | Zeitreihenanalyse | Time series analysis | Mean Reversion | Mean reversion | Theorie | Theory | Panel | Panel study | Nichtlineare Regression | Nonlinear regression |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.najef.2018.01.008 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012036549