Testing for a slowly changing level with special reference to stochastic volatility (1998)
Fonte: Journal of Econometrics. Unidade: IME
Assunto: PROCESSOS ESTOCÁSTICOS
ABNT
HARVEY, Andrew C e STREIBEL, Mariane. Testing for a slowly changing level with special reference to stochastic volatility. Journal of Econometrics, v. 87, p. 167-189, 1998Tradução . . Disponível em: https://doi.org/10.1016/s0304-4076(98)00012-8. Acesso em: 24 nov. 2025.APA
Harvey, A. C., & Streibel, M. (1998). Testing for a slowly changing level with special reference to stochastic volatility. Journal of Econometrics, 87, 167-189. doi:10.1016/s0304-4076(98)00012-8NLM
Harvey AC, Streibel M. Testing for a slowly changing level with special reference to stochastic volatility [Internet]. Journal of Econometrics. 1998 ; 87 167-189.[citado 2025 nov. 24 ] Available from: https://doi.org/10.1016/s0304-4076(98)00012-8Vancouver
Harvey AC, Streibel M. Testing for a slowly changing level with special reference to stochastic volatility [Internet]. Journal of Econometrics. 1998 ; 87 167-189.[citado 2025 nov. 24 ] Available from: https://doi.org/10.1016/s0304-4076(98)00012-8
