Persistence, Non-Linearities and Structural Breaks in European Stock Market Indices
Year of publication: |
2019
|
---|---|
Authors: | Caporale, Guglielmo Maria |
Other Persons: | Gil-Alana, Luis A. (contributor) ; Poza, Carlos (contributor) |
Publisher: |
[2019]: [S.l.] : SSRN |
Subject: | Strukturbruch | Structural break | Aktienmarkt | Stock market | Zeitreihenanalyse | Time series analysis | Europa | Europe | Wirtschaftsindikator | Economic indicator | EU-Staaten | EU countries | Schätzung | Estimation | Nichtlineare Regression | Nonlinear regression | Italien | Italy |
Extent: | 1 Online-Ressource (29 p) |
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Series: | CESifo Working Paper ; No. 7667 |
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments 2019 erstellt |
Other identifiers: | 10.2139/ssrn.3422249 [DOI] |
Classification: | C22 - Time-Series Models ; c58 |
Source: | ECONIS - Online Catalogue of the ZBW |
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Persistence, non-linearities and structural breaks in European stock market indices
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