EconBiz - Find Economic Literature
    • Logout
    • Change account settings
  • A-Z
  • Beta
  • About EconBiz
  • News
  • Thesaurus (STW)
  • Academic Skills
  • Help
  •  My account 
    • Logout
    • Change account settings
  • Login
EconBiz - Find Economic Literature
Publications Events
Search options
Advanced Search history
My EconBiz
Favorites Loans Reservations Fines
    You are here:
  • Home
  • Search: subject:"Non-parametric Cointegration Test"
Narrow search

Narrow search

Year of publication
Subject
All
Cointegration 2 India 2 Non-parametric Cointegration Test 2 ASEAN stock markets 1 ASEAN stock markets. foreign exchange markets 1 Aktienindex 1 Bombay Stock Indices 1 Bombay stock indices 1 Diversification 1 Diversifikation 1 Estimation 1 Indien 1 Johansen’s Test 1 Kointegration 1 Market Efficiency 1 Nichtparametrisches Verfahren 1 Non- parametric cointegration test 1 Non-parametric cointegration test 1 Nonparametric statistics 1 Portfolio diversification 1 Schätzung 1 Stock index 1 Stock market integration 1 Structural Breaks 1 Structural break 1 Structural breaks 1 Strukturbruch 1
more ... less ...
Online availability
All
Undetermined 1
Type of publication
All
Article 3 Book / Working Paper 1
Type of publication (narrower categories)
All
Article in journal 1 Aufsatz in Zeitschrift 1
Language
All
Undetermined 3 English 1
Author
All
Fu, Richard 1 ISLAM, FARIDUL 1 Islam, Faridul 1 Lee, Hock-Ann 1 Liew, Venus Khim-Sen 1 Lim, Kian-Ping 1 Pagani, Marco 1 TIWARI, AVIRAL KUMAR 1 Tiwari, Aviral Kumar 1
more ... less ...
Institution
All
EconWPA 1
Published in...
All
Finance 1 Indian Economic Review 1 Indian economic review : biannual journal of the Delhi School of Economics, University of Delhi 1 Journal of Economics and Finance 1
Source
All
RePEc 3 ECONIS (ZBW) 1
Showing 1 - 4 of 4
Cover Image
Are there Benefits from Sectoral Diversification in the Indian BSE Market? Evidence from Non-Parametric Test
TIWARI, AVIRAL KUMAR; ISLAM, FARIDUL - In: Indian Economic Review 47 (2012) 2, pp. 285-306
Breitung’s (2002) non-parametric cointegration test. Based on the results, we find that the BSE sectoral indices satisfy the …
Persistent link: https://www.econbiz.de/10010905923
Saved in:
Cover Image
On the cointegration of international stock indices
Fu, Richard; Pagani, Marco - In: Journal of Economics and Finance 36 (2012) 2, pp. 463-480
Persistent link: https://www.econbiz.de/10010539431
Saved in:
Cover Image
Are there benefits from sectoral diversification in the Indian BSE market? : evidence from non-parametric test
Tiwari, Aviral Kumar; Islam, Faridul - In: Indian economic review : biannual journal of the Delhi … 47 (2012) 2, pp. 285-306
Persistent link: https://www.econbiz.de/10010255756
Saved in:
Cover Image
International Diversification Benefits in ASEAN Stock Markets: a Revisit
Lim, Kian-Ping; Lee, Hock-Ann; Liew, Venus Khim-Sen - EconWPA - 2003
’. More importantly, the Bierens’s (1997) non-parametric cointegration test provides robust evidence suggesting that there … using a more robust test. Specifically, the Bierens’s (1997) non- parametric cointegration test is selected in views of its …
Persistent link: https://www.econbiz.de/10005413036
Saved in:
A service of the
zbw
  • Sitemap
  • Plain language
  • Accessibility
  • Contact us
  • Imprint
  • Privacy

Loading...