Testing for a slowly changing level with a special reference to stochastic volatility
Edición de la obra Testing for a slowly changing level with a special reference to stochastic volatility
| Autor | Andrew Harvey |
|---|---|
| Editorial | Suntory and Toyota International Centres for Economics and Related Disciplines |
| Fecha de publicación | 1996 |
| Lugar | London |
| Idioma | inglés |
| Serie | Econometrics discussion paper -- 306 |
| Número de Cutter | H341t |