๐”– Bobbio Scriptorium
โœฆ   LIBER   โœฆ

Algorithmic support of a testing unit for screening geroprotectors and geropromotors

โœ Scribed by P. S. Kudryavtsev; L. Yu. Prokhorov; E. V. Khirova; A. N. Khokhlov

Book ID
105546817
Publisher
Springer US
Year
1997
Tongue
English
Weight
363 KB
Volume
31
Category
Article
ISSN
0006-3398

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๐Ÿ“œ SIMILAR VOLUMES

Testing for a unit root in the volatilit
Testing for a unit root in the volatility of asset returns
โœ Jonathan H. Wright ๐Ÿ“‚ Article ๐Ÿ“… 1999 ๐Ÿ› John Wiley and Sons ๐ŸŒ English โš– 168 KB ๐Ÿ‘ 2 views

It is now well established that the volatility of asset returns is time varying and highly persistent. One leading model that is used to represent these features of the data is the stochastic volatility model. The researcher may test for non-stationarity of the volatility process by testing for a un