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Sieve bootstrap for fixed-b Phillips-Perron unit root test
Wang, Zhenxin
;
Wang, Shaoping
;
Yan, Yayi
- In:
Computational economics
64
(
2024
)
6
,
pp. 3181-3205
Persistent link: https://www.econbiz.de/10015144195
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Multiscale multifractal detrended fluctuation analysis and trend identification of liquidity in the China's stock markets
Yan, Ruzhen
;
Yue, Ding
;
Wu, Xu
;
Gao, Wei
- In:
Computational economics
61
(
2023
)
2
,
pp. 487-511
Persistent link: https://www.econbiz.de/10014228448
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