Testing for Reduction to Random Walk in Autoregressive Conditional Heteroskedasticity Models


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Klüppelberg, Claudia; Maller, R. A.; Van De Vyver, M. und Wee, D. (2001): Testing for Reduction to Random Walk in Autoregressive Conditional Heteroskedasticity Models. Sonderforschungsbereich 386, Discussion Paper 266
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