Nonstationarities in stock returns

Review of Economics and Statistics

Volumn 87, Issue 3, 2005, Pages 503-522

  Stǎricǎ, Cǎtǎlin ^a   Granger, Clive ^b  

^a CHALMERS UNIVERSITY OF TECHNOLOGY   (Sweden)

^b UNIVERSITY OF CALIFORNIA   (United States)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 23844552784     PISSN: 00346535     EISSN: None     Source Type: Journal    
DOI: 10.1162/0034653054638274     Document Type: Article

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