A score statistic for testing the presence of a stochastic trend in conditional variances (Q2127331): Difference between revisions

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Property / full work available at URL: https://doi.org/10.1016/j.econlet.2022.110394 / rank
 
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Latest revision as of 17:53, 28 July 2024

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A score statistic for testing the presence of a stochastic trend in conditional variances
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    A score statistic for testing the presence of a stochastic trend in conditional variances (English)
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    20 April 2022
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    GARCH
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    unit root
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    score statistic
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    stochastic trend
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