Mildly Explosive Autoregression Under Stationary Conditional Heteroskedasticity
Arvanitis, Stelios; Magdalinos, Tassos
- 期刊名称Journal of Time Series Analysis
- 作者Arvanitis, Stelios; Magdalinos, Tassos
- 印刷ISSN0143-9782
- 文件大小213.41KB
- 发表时间2018-07-01
- DOI10.1111/jtsa.12410