Testing for periodic integration and cointegration of the stock prices of the G7 countries
Year of publication: |
2009
|
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Authors: | Shirvani, Hassan ; Wilbratte, Barry ; Delcoure, Natalya |
Published in: |
Investment management and financial innovations. - Sumy : Publishing Company "Business Perspectives", ISSN 1810-4967, ZDB-ID 2467221-X. - Vol. 6.2009, 1, p. 147-155
|
Subject: | Börsenkurs | Share price | Saisonale Schwankungen | Seasonal variations | Saisonkomponente | Seasonal component | Portfolio-Management | Portfolio selection | Kointegration | Cointegration | G7-Staaten | G7 countries |
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