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Tests of stochastic monotonicity with improved power
Seo, Juwon
- In:
Journal of econometrics
207
(
2018
)
1
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pp. 53-70
Persistent link: https://www.econbiz.de/10012116090
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Nonlinearities and regimes in conditional correlations with different dynamics
Bauwens, Luc
;
Otranto, Edoardo
- In:
Journal of econometrics
217
(
2020
)
2
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pp. 496-522
Persistent link: https://www.econbiz.de/10012482819
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