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Mildly Explosive Autoregression Under Stationary Conditional Heteroskedasticity

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
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