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

2020

Kim, Bo Gyeong | Shin, Dong Wan


书目信息
Economics letters
ISSN 0165-1765
出版者
Entomological Society of Canada
其它主题
Uncertainty index; C2; Financial crisis; Volatility spillover index; Autocorrelation; Heteroskedasticity; T-test; Recession; C12; Self-normalization
语言
英语
类型
Text; Journal Article

2024-02-29
MODS