Time-Transformed Unit Root Tests for Models with Non-Stationary Volatility (Q3608199)

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Time-Transformed Unit Root Tests for Models with Non-Stationary Volatility
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    Statements

    title
    Time-Transformed Unit Root Tests for Models with Non-Stationary Volatility (English)
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    author
    Giuseppe Cavaliere
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    A. M. Robert Taylor
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    publication date
    28 February 2009
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    zbMATH Keywords
    models with non-stationary volatility
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    variance profile
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    Identifiers

    Mathematics Subject Classification ID
    62M10
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    62F03
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    62P05
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    zbMATH DE Number
    5520691
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