Testing of nonstationary cycles in financial time series data
F. J. DePenya, L. A. Gil-Alana
| Year of publication: |
2006
|
|---|---|
| Authors: | DePeña, Francisco Javier ; Gil-Alaña, Luis A. |
| Published in: |
Review of quantitative finance and accounting. - New York, NY : Springer, ISSN 0924-865X, ZDB-ID 1087855-5. - Vol. 27.2006, 1, p. 47-65
|
| Subject: | Effizienzmarkthypothese | Efficient market hypothesis | Zeitreihenanalyse | Time series analysis | Aktienmarkt | Stock market | Aktienindex | Stock index | Spanien | Spain |
| 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/10003344302