Multivariate fractional integration tests allowing for conditional heteroskedasticity with an application to return volatility and trading volume

  1. Balboa, M.
  2. Rodrigues, P.M.M.
  3. Rubia, A.
  4. Taylor, A.M.R.
Aldizkaria:
Journal of Applied Econometrics

ISSN: 1099-1255,  0883-7252

Argitalpen urtea: 2021

Alea: 36

Zenbakia: 5

Orrialdeak: 544-565

Mota: Artikulua

DOI: 10.1002/JAE.2829 GOOGLE SCHOLAR lock_openSarbide irekia editor
Datuen iturria: Scopus