Przeglądaj według autora "Syczewska, Ewa"
Wyświetlanie pozycji 1-2 z 2
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Financial crisis influence on the BUX index of Hungarian stock exchange. Long memory measures: 1991-2008
(2010-09-23)We analyze daily quotes of the BUX index, main index of the Budapest stock exchange, for period 2nd Jan. 1991–30th Sept. 2008, checking nonstationarity of series, stationarity of returns, applying the ARCH tests to the ... -
Empirical power of the Kwiatkowski-Phillips-Schmidt-Shin test
(2010-09-23)The aim of this paper is to study properties of the Kwiatkowski-Phillips-Schmidt-Shin test (KPSS test), introduced in Kwiatkowski et al. (1992) paper. The null of the test corresponds to stationarity of a series, the ...
