TY  - BOOK
AU  - Kluppelberg, Claudia et al.
TI  - Testing for reduction to random walk in autoregressive conditional heteroskedasticity models
PY  - 2002///
KW  - Econometrics
KW  - AR Arch and AR GARCH models;Conditional heteroskedasticity;Autoregression;Unit root;Dickey fuller test;Pseudo likelihood ratio test
ER  -