Skip to Main Content
Frequently Asked Questions
Submit an ETD
Global Search Box
Need Help?
Keyword Search
Participating Institutions
Advanced Search
School Logo
Files
File List
9307794.pdf (5.74 MB)
ETD Abstract Container
Abstract Header
Significance tests of probability non-stationarity of security price returns /
Author Info
Kane, S. A.
Permalink:
http://rave.ohiolink.edu/etdc/view?acc_num=osu1487780393266049
Abstract Details
Year and Degree
1992, Doctor of Philosophy, Ohio State University, Graduate School.
Abstract
Committee
Not Provided (Other)
Subject Headings
Statistics
Recommended Citations
Refworks
EndNote
RIS
Mendeley
Citations
Kane, S. A. (1992).
Significance tests of probability non-stationarity of security price returns /
[Doctoral dissertation, Ohio State University]. OhioLINK Electronic Theses and Dissertations Center. http://rave.ohiolink.edu/etdc/view?acc_num=osu1487780393266049
APA Style (7th edition)
Kane, S..
Significance tests of probability non-stationarity of security price returns /.
1992. Ohio State University, Doctoral dissertation.
OhioLINK Electronic Theses and Dissertations Center
, http://rave.ohiolink.edu/etdc/view?acc_num=osu1487780393266049.
MLA Style (8th edition)
Kane, S.. "Significance tests of probability non-stationarity of security price returns /." Doctoral dissertation, Ohio State University, 1992. http://rave.ohiolink.edu/etdc/view?acc_num=osu1487780393266049
Chicago Manual of Style (17th edition)
Abstract Footer
Document number:
osu1487780393266049
Download Count:
230
Copyright Info
This document is provided by The Ohio State University for research and educational purposes, and may be under copyright by the author or the author's heirs. Please contact the ETD Center administrator at The Ohio State University
gsetd@gradsch.ohio-state.edu
with any questions or comments. In your email, be sure to include the URL and title of the specific items you are inquiring about.
This open access ETD is published by The Ohio State University and OhioLINK.