Testing for a change in persistence in the presence of a volatility shift
Giuseppe Cavaliere and A. M. Robert Taylor
| Year of publication: |
2006
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|---|---|
| Authors: | Cavaliere, Giuseppe ; Taylor, Robert |
| Published in: |
Oxford bulletin of economics and statistics. - Oxford [u.a.] : Wiley-Blackwell, ISSN 0305-9049, ZDB-ID 215159-5. - Vol. 68.2006, Suppl., p. 761-781
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| Subject: | Zeitreihenanalyse | Time series analysis | Statistischer Test | Statistical test |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003393459