CUSUM-type testing for changing parameters in a spatial autoregressive model for stock returns
Version of Record online: 7 DEC 2012
© 2012 Wiley Publishing Ltd
Journal of Time Series Analysis
Volume 34, Issue 2, pages 221–229, March 2013
How to Cite
Wied, D. (2013), CUSUM-type testing for changing parameters in a spatial autoregressive model for stock returns. Journal of Time Series Analysis, 34: 221–229. doi: 10.1111/jtsa.12006
- Issue online: 21 FEB 2013
- Version of Record online: 7 DEC 2012
- First version received July 2012
Options for accessing this content:
- If you are a society or association member and require assistance with obtaining online access instructions please contact our Journal Customer Services team.
- Login via other institutional login options http://onlinelibrary.wiley.com/login-options.
- You can purchase online access to this Article for a 24-hour period (price varies by title)
- New Users: Please register, then proceed to purchase the article.
Login via OpenAthens
Search for your institution's name below to login via Shibboleth.
Registered Users please login:
- Access your saved publications, articles and searches
- Manage your email alerts, orders and subscriptions
- Change your contact information, including your password
Please register to:
- Save publications, articles and searches
- Get email alerts
- Get all the benefits mentioned below!