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- W2020883089 abstract "Much attention has been paid in recent years to the study of the order of integration of a time series, i.e. the number of differences that are necessary to transform it into a stationary series. The relevance of the subject arises because most of time series analysis in economics and finance are based on the stationarity hypothesis. In the paper we present the most common tests for the null hypothesis of stationarity, and apply them to study the order of integration in a Spanish financial series namely the IBEX-35, using unit root tests as well. We find empirical evidence of a unit root in the series." @default.
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- W2020883089 title "Stationarity tests for financial time series" @default.
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- W2020883089 doi "https://doi.org/10.1016/s0378-4371(99)00081-3" @default.
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