Non-Stationarity of Stock Returns

来源 :The 20th International Conference on Difference Equations an | 被引量 : 0次 | 上传用户：chen126

【摘要】

：

Stationarity is the property that the statistical properties,which can be the jointprobability distribution or moments,of a process (or a system) are time invar

【作者】

：

吴克坤

【出处】

：

The 20th International Conference on Difference Equations an

【发表日期】

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2014年7期

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Stationarity is the property that the statistical properties,which can be the jointprobability distribution or moments,of a process (or a system) are time invariant.Traditionally,a process is considered to be either stationary or nonstationary.Non-stationarity is very important in engineering,statistical analysisand economics.

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Non-Stationarity of Stock Returns

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