On Regression-Based Tests for Persistence in Logarithmic Volatility Models
| Year of publication: |
1999
|
|---|---|
| Authors: | Psaradakis, Z. ; Tzavalis, E. |
| Published in: |
Econometric reviews. - Philadelphia, Pa : Taylor & Francis, ISSN 0731-1761, ZDB-ID 7974632. - Vol. 18.1999, 4, p. 441-448
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