1 Discuss the concept of stationarity and non-stationarity in relation to the characteristics of financial variables, e.g....

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1 Discuss the concept of stationarity and non-stationarity in relation to the characteristics of financial variables, e.g. prices and returns are the accumulation of income (dividends) over time, so are their statistical properties.

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Financial Econometrics

ISBN: 9780415426695

1st Edition

Authors: Peijie Wang

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Question Posted: Oct 22, 2024 01:00 AM

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1 Discuss the concept of stationarity and non-stationarity in relation to the characteristics of financial variables, e.g....

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Financial Econometrics

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