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%0 Journal Article
%1 Loretan1994
%A Loretan, Mico
%A Phillips, Peter C. B.
%D 1994
%J Journal of Empirical Finance
%K imported
%N 2
%P 211--248
%T Testing the covariance stationarity of heavy-tailed time series:
An overview of the theory with applications to several financial
datasets
%U http://www.sciencedirect.com/science/article/B6VFG-45F9NFS-4/1/7cf46cf3d1a607f7f2b2893a6e61dd02
%V 1
@article{Loretan1994,
added-at = {2008-04-23T22:05:04.000+0200},
author = {Loretan, Mico and Phillips, Peter C. B.},
biburl = {https://www.bibsonomy.org/bibtex/23c6a2036e484f223aa1d1f5e8df21376/smicha},
interhash = {5c229220cfb11b631922562ba3815daf},
intrahash = {3c6a2036e484f223aa1d1f5e8df21376},
journal = {Journal of Empirical Finance},
keywords = {imported},
month = Jan,
number = 2,
pages = {211--248},
timestamp = {2008-04-23T22:19:59.000+0200},
title = {Testing the covariance stationarity of heavy-tailed time series:
An overview of the theory with applications to several financial
datasets},
url = {http://www.sciencedirect.com/science/article/B6VFG-45F9NFS-4/1/7cf46cf3d1a607f7f2b2893a6e61dd02},
volume = 1,
year = 1994
}