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

Published in: Econometric Reviews, Volume 18, Issue 4 1999 , pages 441 - 448

Subjects: Econometrics; Finance; Financial Mathematics; Statistics;

Formats available: PDF (English)

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