Work

Asymmetric Stationarity in National Stock Market Indices: An MTAR Analysis*

Year: 2006

Type: article

Source: The Journal of Business

DOI: 10.1086/505252

Authors: James K. Self, Ike Mathur

Institution: Southern Illinois University Carbondale

Language: English

Topic: Financial Markets and Investment Strategies

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W2083762034

FWCI: 2.153

Cites: 38

Cited by: 22

Related to: 10