Testing for a unit root in the presence of stochastic volatility and leverage effect
| Year of publication: |
2012
|
|---|---|
| Authors: | Li, Yong ; Chong, Terence Tai-Leung ; Zhang, Jie |
| Published in: |
Economic modelling. - Amsterdam [u.a.] : Elsevier, ISSN 0264-9993, ZDB-ID 868243. - Vol. 29.2012, 5, p. 2035-2039
|