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1999
Psaradakis, Zacharias and Tzavalis, E. (1999) On regression-based tests for persistence in logarithmic volatility models. Econometric Reviews 18 (4), pp. 441-448. ISSN 0747-4938.
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Psaradakis, Zacharias and Tzavalis, E. (1999) On regression-based tests for persistence in logarithmic volatility models. Econometric Reviews 18 (4), pp. 441-448. ISSN 0747-4938.