Testing for Reduction to Random Walk in Autoregressive Conditional Heteroskedasticity Models

@inproceedings{Sonderforschungsbereich2007TestingFR,
  title={Testing for Reduction to Random Walk in Autoregressive Conditional Heteroskedasticity Models},
  author={Sonderforschungsbereich},
  year={2007}
}
  • Sonderforschungsbereich
  • Published 2007