Generalized Variance-Ratio Tests in the Presence of Statistical Dependence
Nankervis, John C., Kougoulis, Periklis, Coakley, JerryVolume:
36
Language:
english
Journal:
Journal of Time Series Analysis
DOI:
10.1111/jtsa.12124
Date:
September, 2015
File:
PDF, 203 KB
english, 2015