Testing for a unit root in the presence of stochastic volatility and leverage effect
Year of publication: |
2012
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Authors: | Li, Yong ; Chong, Terence Tai-Leung ; Zhang, Jie |
Published in: |
Economic modelling. - Amsterdam [u.a.] : Elsevier, ISSN 0264-9993, ZDB-ID 868243. - Vol. 29.2012, 5, p. 2035-2039
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