Testing the Covariance Stationarity of Heavy-Tailed Time Series: An Overview of the Theory with Applications to Several Financial Datasets.
| Year of publication: |
1992
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|---|---|
| Authors: | Loretan, M. ; Phillips, P.C.B. |
| Institutions: | Wisconsin Madison - Social Systems |
| Subject: | statistical analysis | econometrics | economic models |
| Series: | |
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| Type of publication: | Book / Working Paper |
| Notes: | 62 pages |
| Source: |
Persistent link: https://www.econbiz.de/10005795337