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Further Evidence on the Great Crash, the Oil-Price Shock, and the Unit-Root Hypothesis

Further Evidence on the Great Crash, the Oil-Price Shock, and the Unit-Root Hypothesis is one of 9,000 studies in the ScholarPulse dataset. Key details — Authors: Eric Zivot, Donald W. K. Andrews; Journal / source: Journal of Business and Economic Statistics; Year: 2002.

AuthorsEric Zivot, Donald W. K. Andrews
Journal / sourceJournal of Business and Economic Statistics
Year2002
FieldMarket Dynamics and Volatility
Times cited5743
Typearticle
DOI / linkhttps://doi.org/10.1198/073500102753410372

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