Testing for a Unit Root in the Volatility of Asset Returns
| Year of publication: |
1999
|
|---|---|
| Authors: | Wright, J.H. |
| Published in: |
Journal of applied econometrics. - Chichester : Wiley-Blackwell, ISSN 0883-7252, ZDB-ID 6339414. - Vol. 14.1999, 3, p. 309-318
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