Skip to Main Content

Advertisement

Skip Nav Destination

Nonstationarities in Stock Returns

The Review of Economics and Statistics (2005) 87 (3): 503–522.
This article has been cited by the following articles in journals that are participating in Crossref Cited-by Linking.
  • Emmanuel Joel Aikins Abakah
  • Luis A. Gil-Alana
  • Emmanuel Kwesi Arthur
  • Aviral Kumar Tiwari
International Review of Economics & Finance (2022) 78: 141.
  • Rebecca E. Wilson
  • Idris A. Eckley
  • Matthew A. Nunes
  • Timothy Park
Statistics and Computing (2021) 31 (2)
  • Rita Laura D’Ecclesia
  • Daniele Clementi
Annals of Operations Research (2021) 299 (1-2): 1101.
  • Feiyu Jiang
  • Dong Li
  • Ke Zhu
Journal of Econometrics (2021) 224 (2): 306.
  • Sayar Karmakar
  • Stefan Richter
  • Wei Biao Wu
Journal of Econometrics (2021)
  • Sayar Karmakar
  • Arkaprava Roy
Bayesian Analysis (2021) -1 (-1)
  • Andrew Butler
  • Roy Kwon
SSRN Electronic Journal (2021)
  • Alessio Sancetta
Journal of Financial Econometrics (2021)
  • Farooq Malik
The Quarterly Review of Economics and Finance (2021) 80: 605.
  • Florian Heinrichs
  • Holger Dette
Electronic Journal of Statistics (2021) 15 (2)
  • Raisul Islam
  • Vladimir Volkov
Empirical Economics (2021)
  • Farooq Malik
Review of Quantitative Finance and Accounting (2021)
  • Holger Dette
  • Weich Wu
Journal of Business & Economic Statistics 1.
  • Mason Prasad
  • Walid Bakry
  • Maria Estela Varua
Heliyon (2020) 6 (5): e03885.
  • Trang Nguyen
  • Taha Chaiechi
  • Lynne Eagle
  • David Low
The Quarterly Review of Economics and Finance (2020) 75: 308.
  • Massimiliano Caporin
  • Farooq Malik
Journal of Empirical Finance (2020) 55: 60.
  • Juan del Hoyo
  • Guillermo Llorente
  • Carlos Rivero
Computational Economics (2020) 56 (1): 163.
  • Nguyen Tran
  • Oleksii Abramenko
  • Alexander Jung
IEEE Transactions on Signal Processing (2020) 68: 17.
  • Saban Nazlioglu
  • Rangan Gupta
  • Elie Bouri
International Review of Economics & Finance (2020) 68: 47.
  • Ben Moews
  • Gbenga Ibikunle
Physica A: Statistical Mechanics and its Applications (2020) 547: 124392.
  • Hassan Anjum
  • Farooq Malik
The North American Journal of Economics and Finance (2020) 54: 101257.
  • Jie Chen
  • Dimitris N. Politis
Journal of Time Series Econometrics (2020) 12 (2)
  • Qifeng Zhu
  • Miman You
  • Shan Wu
Discrete Dynamics in Nature and Society (2020) 2020: 1.
  • Saban Nazlioglu
  • Rangan Gupta
  • Alper Gormus
  • Ugur Soytas
Energy Economics (2020) 88: 104779.
  • Jamie‐Leigh Chapman
  • Rebecca Killick
Quality and Reliability Engineering International (2020) 36 (8): 2676.
  • Yeonwoo Rho
  • Xiaofeng Shao
Econometric Theory (2019) 35 (1): 142.
  • OlaOluwa S. Yaya
  • Olalekam J. Akintande
Theoretical and Applied Climatology (2019) 137 (1-2): 177.
  • Mason Prasad
  • Walid Bakry
  • Maria Estela Varua
SSRN Electronic Journal (2019)
  • Yundong Tu
  • Ying Wang
Oxford Bulletin of Economics and Statistics (2019) 81 (6): 1401.
  • Misheck Mutize
  • Sean J. Gossel
Journal of African Business (2019) 20 (1): 135.
  • Anupam Dutta
  • Naji Jalkh
  • Elie Bouri
  • Probal Dutta
International Journal of Managerial Finance (2019) 16 (1): 49.
  • Zhenhua Liu
  • Zhihua Ding
  • Pengxiang Zhai
  • Tao Lv
  • Jy S. Wu
  • Kai Zhang
Frontiers in Energy Research (2019) 7
  • Lanouar Charfeddine
  • Youcef Maouchi
Finance Research Letters (2019) 28: 423.
  • Maciej Augustyniak
  • Luc Bauwens
  • Arnaud Dufays
Journal of Business & Economic Statistics (2019) 37 (4): 696.
  • Bill Russell
  • Dooruj Rambaccussing
Empirical Economics (2019) 56 (5): 1455.
  • Bradley T. Ewing
  • Farooq Malik
  • Hassan Anjum
Review of Financial Economics (2019) 37 (3): 341.
  • Yeoyoung Cho
  • Changryong Baek
Communications for Statistical Applications and Methods (2019) 26 (6): 611.
  • Elias Erragragui
  • M. Kabir Hassan
  • Jonathan Peillex
  • Abu Nahian Faisal Khan
Economic Systems (2018) 42 (3): 450.
  • Jozef Baruník
  • Tomáš Křehlík
Journal of Financial Econometrics (2018) 16 (2): 271.
  • Matthew Hood
  • Farooq Malik
International Review of Economics & Finance (2018) 58: 102.
  • Shiyun Xu
  • Menglin Shao
  • Wenxuan Qiao
  • Pengjian Shang
Physica A: Statistical Mechanics and its Applications (2018) 505: 1127.
  • Rasmus T. Varneskov
  • Pierre Perron
Quantitative Finance (2018) 18 (3): 371.
  • Jing Li
  • Walte Enders
Studies in Nonlinear Dynamics & Econometrics (2018) 22 (1)
  • Jozef Barunik
  • Mattia Bevilacqua
  • Radu Tunaru
SSRN Electronic Journal (2018)
Close Modal

or Create an Account

Close Modal
Close Modal