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New unit root tests in the nonlinear ESTAR framework : the movement and volatility characteristics of crude oil and copper prices
Li, Yanglin
- In:
Computational economics
63
(
2024
)
5
,
pp. 1757-1776
Persistent link: https://www.econbiz.de/10014549246
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Testing for no-cointegration under time-varying variance
Wang, Shaoping
;
Zhao, Qing
;
Li, Yanglin
- In:
Economics letters
182
(
2019
),
pp. 45-49
Persistent link: https://www.econbiz.de/10012122426
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Do factor models explain stock returns when prices behave explosively? : evidence from China
Wang, Shaoping
;
Yu, Lu
;
Zhao, Qing
- In:
Pacific-Basin finance journal
67
(
2021
),
pp. 1-11
Persistent link: https://www.econbiz.de/10013252942
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