Testing for a unit root in the presence of stochastic volatility and leverage effect
Yong Li, Terence Tai-Leung Chong, Jie ZhangVolume:
29
Year:
2012
Language:
english
Pages:
1
DOI:
10.1016/j.econmod.2012.04.007
File:
PDF, 173 KB
english, 2012