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~subject:"Time series analysis"
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Working paper / National Bureau of Economic Research, Inc.
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The equity premium and structural breaks
Pástor, Ľuboš
;
Stambaugh, Robert F.
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2000
Persistent link: https://www.econbiz.de/10001493300
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Unit roots in macroeconomic time series : some critical issues
McCallum, Bennett T.
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1993
Persistent link: https://www.econbiz.de/10000867499
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Long-term memory in stock market prices
Lo, Andrew W.
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1989
Persistent link: https://www.econbiz.de/10000767657
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