Testing for serial correlation in the presence of stochastic volatility

Manabu Asai

Year of publication:	2000
Authors:	Asai, Manabu
Published in:	Asia-Pacific financial markets. - Dordrecht [u.a.] : Springer, ISSN 1387-2834, ZDB-ID 1431844-1. - Vol. 7.2000, 4, p. 321-337
Subject:	Stochastischer Prozess \| Stochastic process \| Volatilität \| Volatility \| Statistischer Test \| Statistical test \| Theorie \| Theory \| Korrelation \| Correlation \| Schätzung \| Estimation \| Wechselkurs \| Exchange rate \| Asiatisch-pazifischer Raum \| Asia-Pacific region

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