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Testing for covariance stationarity in stock market data Author info | Abstract | Publisher info | Download info | Related research | Statistics Pagan, Adrian R.
Schwert, G. William
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Article provided by Elsevier in its journal Economics Letters .
Volume (Year): 33 (1990)
Issue (Month): 2 (June)
Pages: 165-170
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Handle: RePEc:eee:ecolet:v:33:y:1990:i:2:p:165-170Contact details of provider: Web page: http://www.elsevier.com/locate/ecolet
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