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Multivariate fractional integration tests allowing for conditional heteroskedasticity with an application to return volatility and trading volume
Balboa, Marina, (2021)
Temporal Aggregation of Seasonally Near-Integrated Processes
Barrio Castro, Tomás del, (2019)
On Tests for Double Differencing: Some Extensions and the Role of Initial Values
Rodrigues, Paulo M. M., (2003)