The impact of GARCH on asymmetric unit root tests
| Date first appeared online | |
| DOI | 10.1016/j.physa.2006.02.006 |
| Authors | Cook S. |
| Journal Name | Physica A: Statistical Mechanics and its Applications |
| Volume | 369 |
| Date first appeared online | |
| DOI | 10.1016/j.physa.2006.02.006 |
| Authors | Cook S. |
| Journal Name | Physica A: Statistical Mechanics and its Applications |
| Volume | 369 |