Testing unit roots of financial time series: an application to major stock markets in Asia-Pacific area (Q2886013)
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scientific article; zbMATH DE number 6040842
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Testing unit roots of financial time series: an application to major stock markets in Asia-Pacific area |
scientific article; zbMATH DE number 6040842 |
Statements
1 June 2012
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unit root test
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stock price index
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long memory
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stochastic process
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Testing unit roots of financial time series: an application to major stock markets in Asia-Pacific area (English)
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