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Cubadda, Gianluca; Hecq, Alain; Palm, Franz C. - 2014

that the presence of common cyclical features or cointegration leads to a reduction of the order of the implied univariate …

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Ali, Abdelaziz Abdelmegid; Sayed, Mohamed Noureldin - In: Journal of Asian finance, economics and business : JAFEB 7 (2020) 8, pp. 705-714

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Westerlund, Joakim; Edgerton, David L. - In: Oxford bulletin of economics and statistics 70 (2008) 5, pp. 665-704

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Wu, Po-Chin; Lee, Chung-Chih - In: The empirical economics letters : a monthly … 13 (2014) 9, pp. 999-1007

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