Testing for a change in persistence in the presence of non-stationary volatility
| Year of publication: |
2008
|
|---|---|
| Authors: | Cavaliere, Giuseppe ; Taylor, A.M.Robert |
| Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 1848616. - Vol. 147.2008, 1, p. 84-98
|