On regression-based tests for persistence in logarithmic volatility models
Authors:
Zacharias Psaradakis a;
Elias Tzavalis b
| Affiliations: | a Birkbeck College, London, U.K. |
| b University of Exeter, U.K. |
DOI:
10.1080/07474939908800354
Publication Frequency:
6 issues per year
Formats available:
PDF
(English)

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