Fractional Cointegration Tests with GARCH

Research output: Contribution to journal › Article › peer-review

Original language	American English
Journal	Applied Financial Economics
Volume	8
DOIs	https://doi.org/10.1080/096031098332853
State	Published - 1998

Disciplines

@article{a07b3e2b716d44fab5421674785e0dda,

title = "Fractional Cointegration Tests with GARCH",

author = "Yiuman Tse",

note = "(1998). Fractional cointegration tests with GARCH. Applied Financial Economics: Vol. 8, No. 4, pp. 329-332.",

year = "1998",

doi = "10.1080/096031098332853",

language = "American English",

volume = "8",

journal = "Applied Financial Economics",

}

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T1 - Fractional Cointegration Tests with GARCH

AU - Tse, Yiuman

N1 - (1998). Fractional cointegration tests with GARCH. Applied Financial Economics: Vol. 8, No. 4, pp. 329-332.

PY - 1998

Y1 - 1998

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DO - 10.1080/096031098332853

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JO - Applied Financial Economics

JF - Applied Financial Economics

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