مرکز منطقه ای اطلاع رساني علوم و فناوري - Random walk and breaking trend in financial series: An econometric critique of unit root tests

Title of article :

Random walk and breaking trend in financial series: An econometric critique of unit root tests

Author/Authors :

Abdul Rahman، نويسنده , , Samir Saadi، نويسنده ,

Issue Information :

روزنامه با شماره پیاپی سال 2008

Pages :

From page :

204

To page :

212

Keywords :

Unit root tests , Structural breaks , random walk

Journal title :

Review of Financial Economics

Serial Year :

2008

Journal title :

Review of Financial Economics

Record number :

231376

Link To Document :