Department of Economics and Business Economics

Testing constancy of unconditional variance in volatility models by misspecification and specification tests

Research output: Research - peer-reviewJournal article

  • Annastiina Silvennoinen
    Annastiina SilvennoinenQueensland University of Technology QUTAustralia
  • Timo Terasvirta
Original languageEnglish
JournalStudies in Nonlinear Dynamics and Econometrics (Online)
Volume20
Issue number4
Pages (from-to)347-364
Number of pages18
ISSN1558-3708
DOIs
StatePublished - 2016

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