Bounded unit root processes with non-stationary volatility

Kemal Çaglar Gögebakan, Burak Alparslan Eroglu. Bounded unit root processes with non-stationary volatility. Communications in Statistics - Simulation and Computation, 52(4):1245-1263, April 2023. [doi]

Authors

Kemal Çaglar Gögebakan

This author has not been identified. Look up 'Kemal Çaglar Gögebakan' in Google

Burak Alparslan Eroglu

This author has not been identified. Look up 'Burak Alparslan Eroglu' in Google