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, A.M. Robert |
Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 1848616. - Vol. 147.2008, 1, p. 84-99
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