A note on testing covariance stationarity
Year of publication: |
2009
|
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Authors: | Cavaliere, Giuseppe ; Taylor, Robert |
Published in: |
Econometric reviews. - Philadelphia, Pa. : Taylor & Francis, ISSN 0731-1761, ZDB-ID 797463-2. - Vol. 28.2009, 4, p. 364-371
|
Subject: | Volatilität | Volatility | Varianzanalyse | Analysis of variance | Statistischer Test | Statistical test | Theorie | Theory |
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