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Testing for a unit root in the presence of stochastic volatility and leverage effect

✍ Scribed by Yong Li; Terence Tai-Leung Chong; Jie Zhang

Book ID: 116424498
Publisher: Elsevier Science
Year: 2012
Tongue: English
Weight: 173 KB
Volume: 29
Category: Article
ISSN: 0264-9993
DOI: 10.1016/j.econmod.2012.04.007

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