On the Fisher-Konieczny index of price changes synchronization

This note provides a structural interpretation for the index of price changes synchronization proposed by Fisher and Konieczny (2000, Economics Letters, 68, 271-277) and shows that it can be used to test the hypothesis of uniform staggering

Detalhes bibliográficos
Autor principal: Dias, D. A. (author)
Outros Autores: Marques, C. Robalo (author), Neves, P. D. (author), Silva, J. M. C. Santos (author)
Formato: workingPaper
Idioma:eng
Publicado em: 2022
Assuntos:
Homogeneity Tests
Price Changes Synchronization
Uniform Staggering
Texto completo:http://hdl.handle.net/10400.5/24364
País:Portugal
Oai:oai:www.repository.utl.pt:10400.5/24364

Texto Completo

http://hdl.handle.net/10400.5/24364

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