مرکز منطقه ای اطلاع رساني علوم و فناوري - Conditional testing for unit-root bilinearity in financial time series: some theoretical and empirical results

Title of article :

Conditional testing for unit-root bilinearity in financial time series: some theoretical and empirical results

Author/Authors :

Wojciech W. Charemza، نويسنده , , Mikhail Lifshits، نويسنده , , Svetlana Makarova، نويسنده ,

Issue Information :

روزنامه با شماره پیاپی سال 2005

Pages :

From page :

To page :

Keywords :

Time series econometrics , Non-stationary bilinear processes , Testing

Journal title :

Journal of Economic Dynamics and Control

Serial Year :

2005

Journal title :

Journal of Economic Dynamics and Control

Record number :

238793

Link To Document :