Bounded unit root processes with non-stationary volatility.
| Autor: | Göğebakan, Kemal Çağlar1 (AUTHOR), Eroğlu, Burak Alparslan2 (AUTHOR) |
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| Zdroj: | Communications in Statistics: Simulation & Computation. 2023, Vol. 52 Issue 4, p1245-1263. 19p. |
| Databáze: | Business Source Ultimate |
| Externí odkaz: |
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