Wavelet variance ratio cointegration test and wavestrapping

Burak Alparslan Eroglu. Wavelet variance ratio cointegration test and wavestrapping. J. Multivariate Analysis, 171:298-319, 2019. [doi]

Authors

Burak Alparslan Eroglu

This author has not been identified. Look up 'Burak Alparslan Eroglu' in Google