UNIT ROOT TESTING IN THE PRESENCE OF HEAVY-TAILED GARCH...

Australian & New Zealand Journal of Statistics 2008 Vol. 50; Iss. 3

UNIT ROOT TESTING IN THE PRESENCE OF HEAVY-TAILED GARCH ERRORS

Gaowen Wang, Wei-Lin Mao
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Volume:
50
Year:
2008
Language:
english
Pages:
20
DOI:
10.1111/j.1467-842x.2008.00517.x
File:
PDF, 181 KB
english, 2008
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