Kluppelberg, Claudia et al. <br/><br/>
Testing for reduction to random walk in autoregressive conditional heteroskedasticity models 
 J5039  2002 

 -  2002 
 - 387-416  V.  05  Issue.   2 
<br/><br/><label>Subjects--Topical Terms: </label><br/>Econometrics
<br/><br/><label>Subjects--Index Terms: </label>AR Arch and AR GARCH models;Conditional heteroskedasticity;Autoregression;Unit root;Dickey fuller test;Pseudo likelihood ratio test;