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Faculty Selected Works of Yiuman Tse
Article
Fractional Cointegration Tests with GARCH
Applied Financial Economics (1998)
  • Yiuman Tse, University of Missouri-St. Louis
Link
Disciplines
Publication Date
1998
DOI
10.1080/096031098332853
Citation Information
Yiuman Tse. "Fractional Cointegration Tests with GARCH" Applied Financial Economics Vol. 8 (1998) p. 329 - 332
Available at: http://works.bepress.com/yiuman-tse/92/