Testing for periodic integration and cointegration of the stock prices of the G7 countries
Hassan Shirvani; Barry Wilbratte; Natalya Delcoure
| Year of publication: |
2009
|
|---|---|
| Authors: | Shirvani, Hassan ; Wilbratte, Barry ; Delcoure, Natalya |
| Published in: |
Investment management and financial innovations. - Sumy : Publishing Company "Business Perspectives", ISSN 1810-4967, ZDB-ID 2467221-X. - Vol. 6.2009, 1, p. 147-155
|
| Subject: | Börsenkurs | Share price | Saisonale Schwankungen | Seasonal variations | Saisonkomponente | Seasonal component | Portfolio-Management | Portfolio selection | Kointegration | Cointegration | G7-Staaten | G7 countries |
| Extent: | graph. Darst. |
|---|---|
| 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/10003917857