Testing continuous semimartingle hypothesis for the S&P 500
Article Abstract:
The usage of semimar triangle statistical hypothesis for analyzing S&P 500 stock index is presented.
Publication Name: Journal of Business & Economic Statistics
Subject: Mathematics
ISSN: 0735-0015
Year: 2006
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Modelling purchases as repeated events
Article Abstract:
The usage of statistical models for evaluating modeling purchases as repeated events is presented.
Publication Name: Journal of Business & Economic Statistics
Subject: Mathematics
ISSN: 0735-0015
Year: 2006
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Tests for cointegration breakdown over a short time period
Article Abstract:
A cointegartion breakdown analysis for statistical sampling in short time periods is presented.
Publication Name: Journal of Business & Economic Statistics
Subject: Mathematics
ISSN: 0735-0015
Year: 2006
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