Functional Coefficient Cointegration Models Subject to Time–Varying Volatility with an Application to the Purchasing Power Parity
Year of publication: |
2019
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---|---|
Authors: | Tu, Yundong ; Wang, Ying |
Published in: |
Oxford Bulletin of Economics and Statistics. - Wiley, ISSN 1468-0084, ZDB-ID 1473788-7. - 2019 (10.07.)
|
Publisher: |
Wiley |
Saved in:
Online Resource
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