Testing persistence in the context of conditional heteroscedasticity errors
Luis A. Gil-Alana
| Year of publication: |
2010
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|---|---|
| Authors: | Gil-Alaña, Luis A. |
| Published in: |
Applied financial economics. - London : Routledge, ISSN 0960-3107, ZDB-ID 1077973-5. - Vol. 20.2010, 22/24, p. 1709-1723
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| Subject: | Aktienindex | Stock index | Heteroskedastizität | Heteroscedasticity | Einheitswurzeltest | Unit root test | EU-Staaten | EU countries | 1990-2008 |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10009012375