Spurious regression due to neglected of non-stationary volatility (Q2403404)
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scientific article; zbMATH DE number 6773237
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| default for all languages | No label defined |
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| English | Spurious regression due to neglected of non-stationary volatility |
scientific article; zbMATH DE number 6773237 |
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Spurious regression due to neglected of non-stationary volatility (English)
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8 September 2017
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spurious regression
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non-stationary volatility
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\(t\)-ratio test
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asymptotic properties
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0.8255192041397095
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0.8185716867446899
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0.8089228272438049
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0.8089228272438049
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0.8032999038696289
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