Powers correlation analysis of returns with a non-stationary zero-process
Valentin Patilea and Hamdi Raïssi
| Year of publication: |
2024
|
|---|---|
| Authors: | Patilea, Valentin ; Raïssi, Hamdi |
| Subject: | higher order dynamics | kernel smoothing | missing observations | portmanteau test | zeros | Korrelation | Correlation | Schätztheorie | Estimation theory | Nichtparametrisches Verfahren | Nonparametric statistics | Kapitaleinkommen | Capital income |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1093/jjfinec/nbad025 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10015338797