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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.

Author: Peters, Remco T., Vilder, Robin G. De
Publisher: American Statistical Association
Publication Name: Journal of Business & Economic Statistics
Subject: Mathematics
ISSN: 0735-0015
Year: 2006
Stock index options

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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.

Author: Franses, Philip Hans, Paap, Richard, Bijwaard, Govert E.
Publisher: American Statistical Association
Publication Name: Journal of Business & Economic Statistics
Subject: Mathematics
ISSN: 0735-0015
Year: 2006
Purchasing, Evaluation

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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.

Author: Andrews, Donald W.K., Jae-Young Kim
Publisher: American Statistical Association
Publication Name: Journal of Business & Economic Statistics
Subject: Mathematics
ISSN: 0735-0015
Year: 2006
Statistical sampling, Sampling (Statistics), Variance (Statistics)

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Subjects list: United States, Analysis, Usage, Statistical methods
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