Distribution theory for unit root tests with conditional heteroskedasticity
Year of publication: |
1999
|
---|---|
Authors: | Seo, Byeongseon |
Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 184861-6. - Vol. 91.1999, 1, p. 113-144
|
Subject: | ARCH-Modell | ARCH model | Einheitswurzeltest | Unit root test | Theorie | Theory | Schätzung | Estimation | Aktienindex | Stock index | USA | United States | 1947-1995 |
-
Ohara, Hidetaka I., (1999)
-
Mishra, Vinod, (2014)
-
Modeling stock market return volatility : GARCH evidence from Nifty Realty Index
Jain, Dhara, (2022)
- More ...
-
Kim, Sokwon, (2008)
-
Seo, Byeongseon, (2007)
-
Structural change in stock price volatility of Asian financial markets
Kim, Jin Woong, (2010)
- More ...