Testing the covariance stationarity of heavy-tailed time series: An overview of the theory with applications to several financial datasets
Mico Loretan, Peter C.B. PhillipsVolume:
1
Year:
1994
Language:
english
Pages:
249
DOI:
10.1016/0927-5398(94)90004-3
File:
PDF, 2.11 MB
english, 1994