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Unit Root Testing with Unstable Volatility - MaRDI portal

Unit Root Testing with Unstable Volatility (Q4556512)

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scientific article; zbMATH DE number 6980377
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English
Unit Root Testing with Unstable Volatility
scientific article; zbMATH DE number 6980377

    Statements

    title
    Unit Root Testing with Unstable Volatility (English)
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    author
    Brendan K. Beare
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    publication date
    16 November 2018
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    zbMATH Keywords
    unit root
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    heteroskedasticity
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    Identifiers

    DOI
    10.1111/jtsa.12279
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    Mathematics Subject Classification ID
    62M02
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    62M10
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    62F03
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    zbMATH DE Number
    6980377
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    OpenAlex ID
    W1518151746
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