@data{jae.2022314.0706664238, author = {Wright, Jonathan H.}, publisher = {ZBW - Leibniz Informationszentrum Wirtschaft}, title = {testing-for-a-unit-root-in-the-volatility-of-asset-returns}, year = {1999}, version = {1}, url = {https://journaldata.zbw.eu/dataset/testing-for-a-unit-root-in-the-volatility-of-asset-returns}, doi = "10.15456/jae.2022314.0706664238" }