Multivariate Fractional Integration Tests Allowing for Conditional Heteroskedasticity with an Application to Return Volatility and Trading Volume

AuthID
 P-00V-5XZ
4
Author(s)
Balboa, M
·
Rubia, A
·
Taylor, AMR
Tipo de Documento
Article in Press
Year published
2021
Publicado
in JOURNAL OF APPLIED ECONOMETRICS, ISSN: 0883-7252
Volume: 36, Número: 5, Páginas: 544-565 (22)
Indexing
Wos®
Scopus®
Crossref®
Google Scholar®
Publication Identifiers
SCOPUS: 2-s2.0-85109394916
Wos: WOS:000671738100001
Source Identifiers
ISSN: 0883-7252
Export Publication Metadata
Lista Marked
 Adicionar à lista Marked
Info
At this moment we don't have any links to full text documens.

Um espaço para investigadores e suas Instituições

Links Úteis

Ajuda

© 2024 CRACS & Inesc TEC - All Rights Reserved Política de Privacidade | Terms of Service