Guégan, Dominique - School of Economics and Management, University of Aarhus - 2009
. After discussing some specific problems encountered by non-stationarity inside samples like the "spurious" long memory … distribution
function associated to a non-stationary sample. After discussing some
specific problems encountered by non-stationarity … econometric issues in a non-stationary setting, namely
forecasting and risk management strategy.
Keywords: Non-Stationarity …