A note on testing for nonstationarity in autoregressive processes with level dependent conditional heteroskedasticity
| Year of publication: |
2008
|
|---|---|
| Authors: | Rodrigues, Paulo ; Rubia, Antonio |
| Published in: |
Statistical Papers. - Springer. - Vol. 49.2008, 3, p. 581-593
|
| Publisher: |
Springer |
| Subject: | Maximum likelihood estimation | Nonstationarity | Volatility | Interest rates |
| Extent: | text/html |
|---|---|
| Type of publication: | Article |
| Source: |
Persistent link: https://www.econbiz.de/10008533855