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On regression-based tests for persistence in logarithmic volatility models

Econometric Reviews, 18(4): 441--448, 1999.
Authors: Zacharias Psaradakis and Elias Tzavalis
URL: http://www.informaworld.com/10.1080/07474939908800354
Tags: imported
| URL | BibTeX  
@article{Psaradakis1999,
title = {On regression-based tests for persistence in logarithmic volatility models},
author = {Zacharias Psaradakis and Elias Tzavalis},
journal = {Econometric Reviews},
number = {4},
pages = {441--448},
publisher = {Taylor \& Francis},
url = {http://www.informaworld.com/10.1080/07474939908800354},
volume = {18},
year = {1999},
issn = {0747-4938},
keywords = {imported }
}