Uncovering nonlinear structure in real-time stock-market indexes : the S&P 500, the DAX, the Nikkei 225, and the FTSE-100
Year of publication: |
1997
|
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Authors: | Abhyankar, Abhay |
Other Persons: | Copeland, Laurence S. (contributor) ; Wong, W. (contributor) |
Published in: |
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association. - Alexandria, Va. : American Statistical Association, ISSN 0735-0015, ZDB-ID 876122-X. - Vol. 15.1997, 1, p. 1-14
|
Subject: | Aktienindex | Stock index | Kapitaleinkommen | Capital income | Zeitreihenanalyse | Time series analysis | Deutschland | Germany | USA | United States | Japan | Großbritannien | United Kingdom | 1991-1992 |
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