New unit root tests in the nonlinear ESTAR framework : the movement and volatility characteristics of crude oil and copper prices
Year of publication: |
2024
|
---|---|
Authors: | Li, Yanglin |
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 |
-
Wild bootstrap seasonal unit root tests for time series with periodic nonstationary volatility
Cavaliere, Giuseppe, (2019)
-
A new unit root test based on F-statistic in ESTAR framework
Wang, Shaoping, (2017)
-
Testing explosive bubbles with time-varying volatility
Harvey, David I., (2019)
- More ...
-
The new balanced scorecard evaluation system - with Midea Group case
Lin, Huijuan, (2016)
-
Testing for no-cointegration under time-varying variance
Wang, Shaoping, (2019)
-
When does the stock market recover from a crisis?
Li, Yanglin, (2021)
- More ...