Nonlinear behaviour of the Chinese SSEC index with a unit root: Evidence from threshold unit root tests

Xi-Yuan Qian Fu-Tie Song Wei-Xing Zhou Nonlinear behaviour of the Chinese SSEC index with a unit root: Evidence from threshold unit root tests 503–510 2008 Physica A: Statistical Mechanics and its Applications 387 2-3 Jan http://www.sciencedirect.com/science/article/B6TVG-4PT295N-8/1/f56d0a6dad60926dd4876373b69a490a