Time-Transformed Unit Root Tests for Models with Non-Stationary Volatility (Q3608199)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Time-Transformed Unit Root Tests for Models with Non-Stationary Volatility |
scientific article |
Statements
Time-Transformed Unit Root Tests for Models with Non-Stationary Volatility (English)
0 references
28 February 2009
0 references
models with non-stationary volatility
0 references
variance profile
0 references
0 references
