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Test and Analysis for Comovement-Locomotive Hypothesis - MaRDI portal

Test and Analysis for Comovement-Locomotive Hypothesis

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Publication:4919859

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DOI10.5351/KJAS.2011.24.2.239zbMath1262.62139MaRDI QIDQ4919859

In-Kyu Kim, Won Kyung Kim

Publication date: 15 May 2013

Published in: Korean Journal of Applied Statistics (Search for Journal in Brave)

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Non-Markovian processes: estimation (62M09)

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