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BOOTSTRAP UNIT ROOT TESTS FOR TIME SERIES WITH NONSTATIONARY VOLATILITY - MaRDI portal

BOOTSTRAP UNIT ROOT TESTS FOR TIME SERIES WITH NONSTATIONARY VOLATILITY (Q3632371)

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BOOTSTRAP UNIT ROOT TESTS FOR TIME SERIES WITH NONSTATIONARY VOLATILITY
scientific article

    Statements

    title
    BOOTSTRAP UNIT ROOT TESTS FOR TIME SERIES WITH NONSTATIONARY VOLATILITY (English)
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    author
    Giuseppe Cavaliere
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    A. M. Robert Taylor
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    publication date
    11 June 2009
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    Identifiers

    Mathematics Subject Classification ID
    62M07
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    62F03
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    62F40
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    62M10
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    zbMATH DE Number
    5563989
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