Testing for a change in persistence in the presence of non-stationary volatility
Year of publication: |
2008
|
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Authors: | Cavaliere, Giuseppe ; Taylor, Robert |
Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 184861-6. - Vol. 147.2008, 1, p. 84-98
|
Subject: | Volatilität | Volatility | Statistischer Test | Statistical test | Bootstrap-Verfahren | Bootstrap approach |
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