On regression-based tests for persistence in logarithmic volatility models

Psaradakis, Zacharias, Tzavalis, Elias . Econometric Reviews 1999. 18 :441-448

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Bibtex

@article{CIS-155345,
  Author = {Psaradakis, Zacharias and Tzavalis, Elias},
  Title = {On regression-based tests for persistence in logarithmic volatility models},
  Journal = {Econometric Reviews},
  Volume = {18},
  Year = {1999},
  Pages = {441--448},
  Keywords = {Unit root, GARCH}
}

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