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Q4850958 - MaRDI portal

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scientific article; zbMATH DE number 807773
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English
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scientific article; zbMATH DE number 807773

    Statements

    author
    Michael G. Papaioannou
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    Tuǧrul Temel
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    Neeraj Rajpal
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    publication date
    18 March 1996
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    zbMATH Keywords
    testing the stationarity
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    variance-covariance matrix of returns
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    Identifiers

    Mathematics Subject Classification ID
    91B28
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    62J10
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    91B84
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    62P20
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    zbMATH DE Number
    807773
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