Testing for reduction to random walk in autoregressive conditional heteroskedasticity models
| Year of publication: |
2002
|
|---|---|
| Authors: | Klüppelberg, C. ; Maller, R.A. ; van de Vyver, M. ; Wee, D. |
| Published in: |
The econometrics journal. - Oxford [u.a.] : Wiley-Blackwell, ISSN 1368-4221, ZDB-ID 14122650. - Vol. 5.2002, 2, p. 87-93
|