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Multivariate fractional integration tests allowing for conditional heteroskedasticity with an application to return volatility and trading volume
Balboa, Marina
;
Rodrigues, Paulo M. M.
;
Rubia, Antonio
; …
- In:
Journal of Applied Econometrics
36
(
2021
)
5
,
pp. 544-565
Persistent link: https://www.econbiz.de/10012632810
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