Testing the covariance stationarity of heavy-tailed time series: An overview of the theory with applications to several financial datasets
- 1 January 1994
- journal article
- Published by Elsevier in Journal of Empirical Finance
- Vol. 1 (2) , 211-248
- https://doi.org/10.1016/0927-5398(94)90004-3
Abstract
No abstract availableThis publication has 34 references indexed in Scilit:
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