Testing for strict stationarity in financial variables

Journal of Banking and Finance

Volumn 33, Issue 12, 2009, Pages 2346-2362

  Kapetanios, George ^a  

^a QUEEN MARY UNIVERSITY OF LONDON   (United Kingdom)

Author keywords

Covariance stationarity; S P500; Strict stationarity

Indexed keywords

EID: 70349479194     PISSN: 03784266     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.jbankfin.2009.06.013     Document Type: Article

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