Testing non-linearities in world stock market prices

DOI10.1016/0165-1765(89)90107-9zbMath1376.62058OpenAlexW2058269771MaRDI QIDQ1676594

Jan G. De Gooijer

Publication date: 9 November 2017

Published in: Economics Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0165-1765(89)90107-9

Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05)

Cites Work

• DIAGNOSTIC CHECKING ARMA TIME SERIES MODELS USING SQUARED-RESIDUAL AUTOCORRELATIONS
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