On the Fisher-Konieczny index of price changes synchronization

Dias, D. A.; Marques, C. Robalo; Neves, P. D.; Silva, J. M. C. Santos

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

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Authors

Dias, D. A.

Marques, C. Robalo

Neves, P. D.

Silva, J. M. C. Santos

Abstract(s)

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

Keywords

Homogeneity Tests Price Changes Synchronization Uniform Staggering

URI

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

Citation

Dias, D. A. ... [et al.] .2004. “On the Fisher-Konieczny index of price changes synchronization”. Banco de Portugal. Economic Research Department. Working Papers nº 7/ 2004