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Market efficiency in developed and emerging markets
Sharma, Ankit, (2015)
Testing the null of co-integration in the presence of variance breaks
Cavaliere, Guiseppe, (2005)
Multivariate Lagrange Multiplier Tests for Fractional Integration
Nielsen, Morten Ørregaard, (2003)
Multivariate Lagrange Multiplier tests for fractional integration
Nielsen, Morten Ørregaard, (2005)
Spectral analysis of fractionally cointegrated systems
Nielsen, Morten Ørregaard, (2004)
Noncontemporaneous cointegration and the importance of timing