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language:"eng"
person:"Caporale, Guglielmo Maria"
~isPartOf:"The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association"
~subject:"Zeitreihenanalyse"
~type_genre:"Aufsatz in Zeitschrift"
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Zeitreihenanalyse
Aktienmarkt
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Cointegration
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EU countries
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EU-Staaten
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Einheitswurzeltest
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Estimation
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Europa
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Europe
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European stock markets
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Fractional integration
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Kointegration
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Nichtlineare Regression
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Non-linearities
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Nonstationarity
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Persistence
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Schätzung
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Caporale, Guglielmo Maria
Gil-Alaña, Luis A.
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Poza, Carlos
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The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
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Multinational finance journal : MF ; quarterly publication of the Multinational Finance Society
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Persistence, non-linearities and structural breaks in European stock market indices
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
;
Poza, Carlos
- In:
The quarterly review of economics and finance : journal …
77
(
2020
),
pp. 50-61
Persistent link: https://www.econbiz.de/10012430865
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