Stationarity of the detrended price return in stock markets

The dataset is used to test the stationarity of the detrended price return in stock markets.

Data and Resources

Cite this as

Karina Arias-Calluaria, Morteza N. Najafib, Michael Harréc, Fernando Alonso-Marroquina (2025). Dataset: Stationarity of the detrended price return in stock markets. https://doi.org/10.57702/msuxxlhk

DOI retrieved: January 3, 2025

Additional Info

Field Value
Created January 3, 2025
Last update January 3, 2025
Defined In https://doi.org/10.48550/arXiv.1910.01034
Author Karina Arias-Calluaria
More Authors
Morteza N. Najafib
Michael Harréc
Fernando Alonso-Marroquina
Homepage https://doi.org/10.1016/j.physa.2020.122111