Journal article 1124 views
The impact of GARCH on asymmetric unit root tests
Steve Cook 
Physica A: Statistical Mechanics and its Applications, Volume: 369, Issue: 2
Swansea University Author:
Steve Cook
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DOI (Published version): 10.1016/j.physa.2006.02.006
Abstract
The impact of GARCH on asymmetric unit root tests
| Published in: | Physica A: Statistical Mechanics and its Applications |
|---|---|
| ISSN: | 0378-4371 |
| Published: |
2006
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| Online Access: |
Check full text
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| URI: | https://cronfa.swan.ac.uk/Record/cronfa15329 |
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| College: |
Faculty of Humanities and Social Sciences |
|---|---|
| Issue: |
2 |
| End Page: |
752 |