Spurious regressions driven by excessive volatility (Q427122)
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scientific article; zbMATH DE number 6045914
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Spurious regressions driven by excessive volatility |
scientific article; zbMATH DE number 6045914 |
Statements
Spurious regressions driven by excessive volatility (English)
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13 June 2012
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stochastic volatility
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persistency in volatility
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near-unit root
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spurious regression
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