Pages that link to "Item:Q1351737"
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The following pages link to Testing stationarity for stock market data (Q1351737):
Displaying 8 items.
- Asymptotic distributions and subsampling in spectral analysis for almost periodically correlated time series (Q637103) (← links)
- The impact of stationarity assessment on studies of volatility and value-at-risk. (Q1600541) (← links)
- Testing for covariance stationarity in stock market data (Q1676731) (← links)
- Consistency and application of moving block bootstrap for non-stationary time series with periodic and almost periodic structure (Q2469670) (← links)
- Testing weak stationarity of stock returns (Q2740077) (← links)
- Stability Testing of Stock Returns Connections (Q3133368) (← links)
- Subsampling in testing autocovariance for periodically correlated time series (Q3552861) (← links)
- A Nonparametric Test for Deviation from Randomness with Applications to Stock Market Index Data (Q4921591) (← links)