Testing for covariance stationarity in stock market data
| Year of publication: |
1990
|
|---|---|
| Authors: | Pagan, Adrian R. ; Schwert, G. William |
| Published in: |
Economics Letters. - Elsevier, ISSN 0165-1765. - Vol. 33.1990, 2, p. 165-170
|
| Publisher: |
Elsevier |