AGRIS - International System for Agricultural Science and Technology

A mean-difference test based on self-normalization for alternating regime index data sets

2020

Kim, Bo Gyeong | Shin, Dong Wan


Bibliographic information
Economics letters
ISSN 0165-1765
Publisher
Entomological Society of Canada
Other Subjects
C2; Autocorrelation; C12; Uncertainty index; T-test; Financial crisis; Recession; Self-normalization; Volatility spillover index; Heteroskedasticity
Language
English
Type
Journal Article; Text

2024-02-29
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