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~accessRights:"restricted"
~person:"Aggarwal, Radhika"
~person:"Nielsen, Morten Ørregaard"
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Aggarwal, Radhika
Nielsen, Morten Ørregaard
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Bootstrap score tests for fractional integration in heteroskedastic ARFIMA models, with an application to price dynamics in commodity spot and futures markets
Cavaliere, Giuseppe
;
Nielsen, Morten Ørregaard
; …
- In:
Journal of econometrics
187
(
2015
)
2
,
pp. 557-579
Persistent link: https://www.econbiz.de/10011499761
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