Journal of Financial and Quantitative Analysis Vol. 21 No. 2 1986

Testing for Nonstationarity of Market: An Exact Test and Power Considerations

Richard R. Simonds¹; Lynn Roy LaMotte²; Archer McWhorter²

¹ Finance · ² University of Houston

Abstract

Richard R. Simonds, Lynn Roy LaMotte, Archer McWhorter, Jr., Testing for Nonstationarity of Market: An Exact Test and Power Considerations, The Journal of Financial and Quantitative Analysis, Vol. 21, No. 2 (Jun., 1986), pp. 209-220

DOI

10.2307/2330738

Volume

21

Issue

2

Pages

209

Sources

crossref openalex

Cite

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