Author:
Lo Andrew W.,MacKinlay A. Craig
Publisher
Oxford University Press (OUP)
Subject
Economics and Econometrics,Finance,Accounting
Reference37 articles.
1. Are Output Fluctuations Transitory?
2. Cochrane J. , 1987a, “How Big Is the Random Walk in GNP?” working paper, University of Chicago.
3. Cochrane J. , 1987b, “Spectral Density Estimates of Unit Roots,” working paper, University of Chicago.
4. Friction in the trading process and the estimation of systematic risk
5. RANK TESTS FOR SERIAL DEPENDENCE
Cited by
2445 articles.
订阅此论文施引文献
订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献