Testing of Nonstationary Cycles in Financial Time Series Data.

Peña, J. (Javier) de; Gil-Alana, L.A. (Luis A.)

Authors:

Peña, J. (Javier) de

Gil-Alana, L.A. (Luis A.)

Keywords:

Materias Investigacion::Economía y Empresa

Issue Date:

2006

Publisher:

Springer

ISSN:

0924-865x

Citation:

De Peña, Javier; Gil Alana, Luis A. Testing of Nonstationary Cycles in Financial Time Series Data. Review of Quantitative Finance and Accounting, 2006, vol. 27 (1) pp. 47-65.

URI:

https://hdl.handle.net/10171/7030

Appears in Collections:

DA - Economía - Working Papers 2003

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