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On the size of the DF-GLS test
Vougas, Dimitrios V. - In: Applied economics letters 15 (2008) 10/12, pp. 777-780
Persistent link: https://www.econbiz.de/10003785629
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On the stationarity of futures hedge ratios
Degiannakis, Stavros; Floros, Christos; Salvador, Enrique; … - In: Operational research : an international journal 22 (2022) 3, pp. 2281-2303
Persistent link: https://www.econbiz.de/10013443633