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schema:citation
  • Balboa, M., Rodrigues, P., Rubia, A., Taylor, A. (2021). Journal of Applied Econometrics, 36(5), 544-565.
schema:conditionsOfAccess
  • Download (en)
schema:creator
is schema:dataset of
schema:datePublished
  • 2021
schema:identifier
  • 10.15456/jae.2022327.0717586704
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  • eng
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  • Collection
schema:name
  • Multivariate fractional integration tests allowing for conditional heteroskedasticity with an application to return volatility and trading volume replication data (en)
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rdf:type
schema:version
  • 1.0.0