Regression-based tests for persistence in conditional variances
By: Zacharias Psaradakis and Elias Tzavalis.
Contributors: Tzavalis, Elias.
Series: Economics discussion paper series / Bristol University, Department of Economics -- no.95/393; Economics discussion paper (Bristol University, Department of Economics) -- no.95/393.
Publisher: Bristol University, Department of Economics
Published: 1993
Place of publication: Bristol
Language: eng