Browsing FCE - Congresos 2014 by Author "Ojeda, Silvia María"
Now showing items 1-1 of 1
-
Testing for unit roots and granger non-causality in time series with multiple structural breaks. An international stock markets application
Buzzi, Sergio Martín; Ojeda, Silvia María (2014-10)In the current paper, we analyze the relationship amongst the dynamics of a group of selected stock indices using daily data. In order to that, we explore the statistical properties of the series, in particular the existence ...