A score statistic for testing the presence of a stochastic trend in conditional variances (Q2127331)
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scientific article; zbMATH DE number 7510374
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| English | A score statistic for testing the presence of a stochastic trend in conditional variances |
scientific article; zbMATH DE number 7510374 |
Statements
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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0.776049017906189
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0.7659429311752319
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0.7635371685028076
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0.7624971270561218
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0.7609805464744568
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