Citations: A Note on Unit Root Tests and GARCH Errors: A Simulation Experiment

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Till Strohsal & Enzo Weber. (2014) Mean-variance cointegration and the expectations hypothesis. Quantitative Finance 14:11, pages 1983-1997.
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Yushu Li & Ghazi Shukur. (2010) Testing for Unit Root Against LSTAR Model: Wavelet Improvement Under GARCH Distortion. Communications in Statistics - Simulation and Computation 39:2, pages 277-286.
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A Note on Unit Root Tests and GARCH Errors: A Simulation Experiment

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