GARCH, heteroscedasticity-consistent vovariance matric estimation and non-linear unit root testing
Year of publication: |
2006
|
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Authors: | Cook, Steven |
Published in: |
Applied financial economics letters. - Abingdon : Routledge, ISSN 1744-6546, ZDB-ID 2175172-9. - Vol. 2.2006, 4, p. 217-222
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Subject: | Einheitswurzeltest | Unit root test | ARCH-Modell | ARCH model | Schätztheorie | Estimation theory | Zeitreihenanalyse | Time series analysis | Schätzung | Estimation |
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