Testing for a slowly changing level with special reference to stochastic volatility
Year of publication: |
1998
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Authors: | Harvey, Andrew ; Streibel, Mariane |
Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 1848616. - Vol. 87.1998, 1, p. 167-190
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