Double Local-to-Unity: Inference under Nearly Nonstationary Volatility
Fuente:
arXiv
Guardado en:
| Autores principales: | Sarkar, Abir, Wells, Martin T. |
|---|---|
| Formato: | Preprint |
| Publicado: |
2025
|
| Materias: | |
| Acceso en línea: | |
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