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
C2; Autocorrelation; C12; Uncertainty index; T-test; Financial crisis; Recession; Self-normalization; Volatility spillover index; Heteroskedasticity
语言
英语
类型
Journal Article; Text

2024-02-29
MODS