New unit root tests in the nonlinear ESTAR framework : the movement and volatility characteristics of crude oil and copper prices
Yanglin Li
| Year of publication: |
2024
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|---|---|
| Authors: | Li, Yanglin |
| Published in: |
Computational economics. - Dordrecht [u.a.] : Springer Science + Business Media B.V., ISSN 1572-9974, ZDB-ID 1477445-8. - Vol. 63.2024, 5, p. 1757-1776
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| Subject: | Unit root tests | ESTAR | Time-varying volatility | Wild bootstrap | Volatilität | Volatility | Einheitswurzeltest | Unit root test | Schätzung | Estimation | Bootstrap-Verfahren | Bootstrap approach | Theorie | Theory | Monte-Carlo-Simulation | Monte Carlo simulation | Zeitreihenanalyse | Time series analysis | ARCH-Modell | ARCH model | Kaufkraftparität | Purchasing power parity |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1007/s10614-023-10381-8 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014549246