Testing for a unit root in the volatility of asset returns

Journal of Applied Econometrics

Volumn 14, Issue 3, 1999, Pages 309-318

  Wright, Jonathan H ^a  

^a UNIVERSITY OF VIRGINIA   (United States)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 0033463328     PISSN: 08837252     EISSN: None     Source Type: Journal    
DOI: 10.1002/(SICI)1099-1255(199905/06)14:3<309::AID-JAE531>3.0.CO;2-X     Document Type: Article

References (20)

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