| 000 | 00652nam a2200181Ia 4500 | ||
|---|---|---|---|
| 008 | 100324s9999 xx 000 0 und d | ||
| 100 | _aKluppelberg, Claudia et al. | ||
| 240 | _aEconometrics Journal (3 Issues per Annualy) | ||
| 245 | _aTesting for reduction to random walk in autoregressive conditional heteroskedasticity models | ||
| 246 |
_aJ5039 _f2002 |
||
| 260 | _c2002 | ||
| 300 |
_bV. 05 _cIssue. 2 _a387-416 |
||
| 366 | _b2002 | ||
| 366 | _bDec | ||
| 650 | _aEconometrics | ||
| 653 | _aAR Arch and AR GARCH models;Conditional heteroskedasticity;Autoregression;Unit root;Dickey fuller test;Pseudo likelihood ratio test; | ||
| 942 | _cJA | ||
| 999 |
_c42921 _d42921 |
||