Time-Transformed Unit Root Tests for Models with Non-Stationary Volatility (Q3608199)
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scientific article; zbMATH DE number 5520691
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| English | Time-Transformed Unit Root Tests for Models with Non-Stationary Volatility |
scientific article; zbMATH DE number 5520691 |
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Time-Transformed Unit Root Tests for Models with Non-Stationary Volatility (English)
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28 February 2009
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models with non-stationary volatility
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variance profile
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0.8373245000839233
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0.8349888324737549
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0.8259444832801819
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0.8198490142822266
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0.8036486506462097
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