Persistence in the banking industry : fractional integration and breaks in memory
Uwe Hassler; Paulo M.M. Rodrigues; Antonio Rubia
| Year of publication: |
2014
|
|---|---|
| Authors: | Hassler, Uwe ; Rodrigues, Paulo M. M. ; Rubia, Antonio |
| Published in: |
Journal of empirical finance. - Amsterdam [u.a.] : Elsevier, ISSN 0927-5398, ZDB-ID 1158263-7. - Vol. 29.2014, p. 95-112
|
| Subject: | Spurious long memory | Breaks in persistence | Lehman Brothers collapse | European sovereign debt | Zeitreihenanalyse | Time series analysis | Strukturbruch | Structural break | Bank | EU-Staaten | EU countries | Öffentliche Schulden | Public debt | Finanzkrise | Financial crisis |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011300502