Nonstationarities in stock returns
Year of publication: |
2005
|
---|---|
Authors: | Starica, Catalin ; Granger, C. W. J. |
Published in: |
The review of economics and statistics. - Cambridge, Mass. : MIT Press, ISSN 0034-6535, ZDB-ID 207962-8. - Vol. 87.2005, 3, p. 502-522
|
Subject: | Kapitaleinkommen | Capital income | Aktienindex | Stock index | Zeitreihenanalyse | Time series analysis | USA | United States | 1930-2000 |
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