Random walk and breaking trend in financial series: An econometric critique of unit root tests

Review of Financial Economics

Volumn 17, Issue 3, 2008, Pages 204-212

  Rahman, Abdul ^a   Saadi, Samir ^a  

^a UNIVERSITY OF OTTAWA   (Canada)

Author keywords

Random walk; Structural breaks; Unit root tests

Indexed keywords

EID: 45249115257     PISSN: 10583300     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.rfe.2007.05.002     Document Type: Article

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