Testing for a slowly changing level with a special reference to stochastic volatility
By: by Andrew Harvey and Mariane Striebel.
Contributors: Streibel, Mariane.
Series: Econometrics discussion paper -- 306
Publisher: Suntory and Toyota International Centres for Economics and Related Disciplines
Published: 1996
Place of publication: London
Language: eng
Subjects: Money -- Great Britain -- Money market.