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Estimation of a non-invertible moving average process : The case of overdifferencing
Plosser, Charles I.
;
Schwert, G. William
- In:
Journal of Econometrics
6
(
1977
)
2
,
pp. 199-224
Persistent link: https://www.econbiz.de/10005228830
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Alternative models for conditional stock volatility
Pagan, Adrian R.
;
Schwert, G. William
- In:
Journal of Econometrics
45
(
1990
)
1-2
,
pp. 267-290
Persistent link: https://www.econbiz.de/10005228917
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