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The initial preliminary tests of stationarity through ADF test revealed that there was stationarity both in the weighted log returns of individual assets and in the daily returns of GBC portfolios. This was consistent across all regions.

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Results and Interpretations

  • 章节

  • 发表日期：

    2026年

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  • Avani Srivastava,
  • Meghna Saxena

摘要

The initial preliminary tests of stationarity through ADF test revealed that there was stationarity both in the weighted log returns of individual assets and in the daily returns of GBC portfolios. This was consistent across all regions.