Time-Series Properties of Financial Series and Implications for Modeling
This paper investigates the time series properties of a wide range of corporate financial and accounting series. Unit root tests developed by Dickey and Fuller (1979) are applied to these series. The results support the hypothesis that most of these series contain both permanent (random walk) and tr...
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| Main Authors: | , , |
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| 格式: | text |
| 語言: | English |
| 出版: |
Institutional Knowledge at Singapore Management University
1996
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| 主題: | |
| 在線閱讀: | https://ink.library.smu.edu.sg/lkcsb_research/803 |
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