%0 Journal Article %1 Dehay1996 %A Dehay, Dominique %A Leskow, Jacek %D 1996 %J Economics Letters %K GARCH model %N 2 %P 205--212 %T Testing stationarity for stock market data %U http://www.sciencedirect.com/science/article/B6V84-3VW1DMM-B/2/ee3b4207e096d00060e7f5029f2a12b6 %V 50

@article{Dehay1996, added-at = {2008-04-21T22:09:52.000+0200}, author = {Dehay, Dominique and Leskow, Jacek}, biburl = {https://www.bibsonomy.org/bibtex/251d4c8f59d5508d99149cf7799b941ff/smicha}, description = {Economics Letters}, interhash = {b87276558387d42758dc65ade25a9daf}, intrahash = {51d4c8f59d5508d99149cf7799b941ff}, journal = {Economics Letters}, keywords = {GARCH model}, month = Feb, number = 2, pages = {205--212}, timestamp = {2008-04-21T22:15:35.000+0200}, title = {Testing stationarity for stock market data}, url = {http://www.sciencedirect.com/science/article/B6V84-3VW1DMM-B/2/ee3b4207e096d00060e7f5029f2a12b6}, volume = 50, year = 1996 }