Multivariate Fractional Integration Tests allowing for Conditional Heteroskedasticity with an Application to Return Volatility and Trading Volume
نویسندگان
چکیده
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ژورنال
عنوان ژورنال: Journal of Applied Econometrics
سال: 2021
ISSN: 0883-7252,1099-1255
DOI: 10.1002/jae.2829