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The impact of GARCH on asymmetric unit root tests

Steve Cook Orcid Logo

Physica A: Statistical Mechanics and its Applications, Volume: 369, Issue: 2

Swansea University Author: Steve Cook Orcid Logo

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DOI (Published version): 10.1016/j.physa.2006.02.006

Published in: Physica A: Statistical Mechanics and its Applications
ISSN: 0378-4371
Published: 2006
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URI: https://cronfa.swan.ac.uk/Record/cronfa15329
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first_indexed 2013-08-22T01:57:42Z
last_indexed 2018-02-09T04:47:12Z
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spelling 2013-07-31T18:05:40.1563097 v2 15329 2013-07-31 The impact of GARCH on asymmetric unit root tests fce851eab28f6d8126d9bcd88250c6d5 0000-0002-1820-8390 Steve Cook Steve Cook true false 2013-07-31 ECON Journal Article Physica A: Statistical Mechanics and its Applications 369 2 752 0378-4371 31 12 2006 2006-12-31 10.1016/j.physa.2006.02.006 COLLEGE NANME Economics COLLEGE CODE ECON Swansea University 2013-07-31T18:05:40.1563097 2013-07-31T18:05:40.1563097 Faculty of Humanities and Social Sciences School of Management - Accounting and Finance Steve Cook 0000-0002-1820-8390 1
title The impact of GARCH on asymmetric unit root tests
spellingShingle The impact of GARCH on asymmetric unit root tests
Steve Cook
title_short The impact of GARCH on asymmetric unit root tests
title_full The impact of GARCH on asymmetric unit root tests
title_fullStr The impact of GARCH on asymmetric unit root tests
title_full_unstemmed The impact of GARCH on asymmetric unit root tests
title_sort The impact of GARCH on asymmetric unit root tests
author_id_str_mv fce851eab28f6d8126d9bcd88250c6d5
author_id_fullname_str_mv fce851eab28f6d8126d9bcd88250c6d5_***_Steve Cook
author Steve Cook
author2 Steve Cook
format Journal article
container_title Physica A: Statistical Mechanics and its Applications
container_volume 369
container_issue 2
publishDate 2006
institution Swansea University
issn 0378-4371
doi_str_mv 10.1016/j.physa.2006.02.006
college_str Faculty of Humanities and Social Sciences
hierarchytype
hierarchy_top_id facultyofhumanitiesandsocialsciences
hierarchy_top_title Faculty of Humanities and Social Sciences
hierarchy_parent_id facultyofhumanitiesandsocialsciences
hierarchy_parent_title Faculty of Humanities and Social Sciences
department_str School of Management - Accounting and Finance{{{_:::_}}}Faculty of Humanities and Social Sciences{{{_:::_}}}School of Management - Accounting and Finance
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published_date 2006-12-31T03:17:28Z
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