Stationarity tests for financial time series

Physica A: Statistical Mechanics and its Applications

Volumn 269, Issue 1, 1999, Pages 72-78

  Gimeno, Ricardo ^a   Manchado, Benjamín ^a,b   Mínguez, Román ^b  

^a UNIVERSIDAD PONTIFICIA COMILLAS   (Spain)

^b UNIVERSIDAD SAN PABLO CEU   (Spain)

Author keywords

[No Author keywords available]

Indexed keywords

FINANCE; INDUSTRIAL ECONOMICS; STATISTICAL TESTS; TIME SERIES ANALYSIS;

STATIONARITY TESTS; UNIT ROOT TESTS;

STATISTICAL MECHANICS;

EID: 0032647334     PISSN: 03784371     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0378-4371(99)00081-3     Document Type: Article

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