Rank test of unit‐root hypothesis with AR‐GARCH errors (Q6134626)
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scientific article; zbMATH DE number 7730962
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| English | Rank test of unit‐root hypothesis with AR‐GARCH errors |
scientific article; zbMATH DE number 7730962 |
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Rank test of unit‐root hypothesis with AR‐GARCH errors (English)
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22 August 2023
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unit-root
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GARCH
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heavy tail
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\(\alpha\)-stable process and rank score
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