Testing the covariance stationarity of heavy-tailed time series: An overview of the theory with applications to several financial datasets
Year: 1994
Type: article
Source: Journal of Empirical Finance
Authors: Mico Loretan, Peter C.B. Phillips
Institutions: University of Wisconsin–Madison, Yale University
Language: English
Subfield: Finance
Domain: Social Sciences
Open Access status: closed
OpenAlex ID: W2056218466