Last update: Tue Apr 10 10:16:33 MDT 2018
@Article{Omran:1999:TCS,
author = "M. F. Omran and E. McKenzie",
title = "Testing for Covariance Stationarity in the {UK}
All-Equity Returns",
journal = j-J-R-STAT-SOC-SER-D-STATISTICIAN,
volume = "48",
number = "3",
pages = "361--369",
month = "????",
year = "1999",
CODEN = "????",
DOI = "https://doi.org/10.2307/2680998",
ISSN = "0039-0526 (print), 1467-9884 (electronic)",
ISSN-L = "0039-0526",
bibdate = "Thu Jan 22 18:10:22 MST 2015",
bibsource = "http://www.jstor.org/stable/i326255;
http://www.math.utah.edu/pub/tex/bib/jrss-d-1990.bib",
URL = "http://www.jstor.org/stable/2680998",
acknowledgement = ack-nhfb,
fjournal = "Journal of the Royal Statistical Society. Series D
(The Statistician)",
journal-URL = "http://www.jstor.org/journals/00390526.html",
}