Testing for covariance stationarity in stock market data

C-Tier
Journal: Economics Letters
Year: 1990
Volume: 33
Issue: 2
Pages: 165-170

Authors (2)

Pagan, Adrian R. (University of Sydney) Schwert, G. William (University of Rochester)

Score contribution per author:

0.503 = (α=2.01 / 2 authors) × 0.5x C-tier

α: calibrated so average coauthorship-adjusted count equals average raw count

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Technical Details

RePEc Handle
repec:eee:ecolet:v:33:y:1990:i:2:p:165-170
Journal Field
General
Author Count
2
Added to Database
2026-01-28