Testing the covariance stationarity of heavy-tailed time series: An overview of the theory with applications to several financial datasets

Journal of Empirical Finance

Volumn 1, Issue 2, 1994, Pages 211-248

  Loretan, Mico ^a   Phillips, Peter C B ^b  

^a UNIVERSITY OF WISCONSIN MADISON   (United States)

^b YALE UNIVERSITY   (United States)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 0000119560     PISSN: 09275398     EISSN: None     Source Type: Journal    
DOI: 10.1016/0927-5398(94)90004-3     Document Type: Article

References (41)

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