Work

Testing for a Unit Root in a Process Exhibiting a Structural Break in the Presence of GARCH Errors

Year: 2002

Type: article

Source: Computational Economics

DOI: 10.1023/a:1020945428824

Authors: Chris Brooks, Alistair G. Rew

Institution: University of Reading

Language: English

Topic: Financial Risk and Volatility Modeling

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: green

OpenAlex ID: W2008778864

FWCI:

Cites: 31

Cited by: 31

Related to: 10