Long-run and cyclical dynamics in the US stock market
Year of publication: |
2014
|
---|---|
Authors: | Caporale, Guglielmo Maria ; Gil-Alaña, Luis A. |
Published in: |
Journal of forecasting. - Chichester : Wiley, ISSN 0277-6693, ZDB-ID 783432-9. - Vol. 33.2014, 2, p. 147-161
|
Subject: | stock market | fractional cycles | long memory | Gegenbauer processes | Aktienmarkt | Stock market | Zeitreihenanalyse | Time series analysis | USA | United States | Einheitswurzeltest | Unit root test | Konjunktur | Business cycle |
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