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Nonstationary GARCH with tt-distributed innovations
Pedersen, Rasmus Søndergaard; Rahbek, Anders - In: Economics letters 138 (2016), pp. 19-21
Persistent link: https://www.econbiz.de/10011615340
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Testing stationarity under a permanent variance shift
Cavaliere, Giuseppe - In: Economics letters 82 (2004) 3, pp. 403-408
Persistent link: https://www.econbiz.de/10001938525
Cover Image
Testing stationarity under a permanent variance shift
Cavaliere, Giuseppe - In: Economics letters 82 (2004) 3, pp. 403-408
Persistent link: https://www.econbiz.de/10006758404