Why Frequency Matters for Unit Root Testing in Financial...

Why Frequency Matters for Unit Root Testing in Financial Time Series

Boswijk, H. Peter, Klaassen, Franc
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Volume:
30
Language:
english
Journal:
Journal of Business & Economic Statistics
DOI:
10.1080/07350015.2011.648858
Date:
July, 2012
File:
PDF, 213 KB
english, 2012
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