Mildly Explosive Autoregression Under Stationary Conditional Heteroskedasticity (2018)

Abstract

No abstract provided

Bibliographic Information

Digital Object Identifier: http://dx.doi.org/10.1111/jtsa.12410

Publication URI: http://dx.doi.org/10.1111/jtsa.12410

Type: Journal Article/Review

Parent Publication: Journal of Time Series Analysis

Issue: 6