Burak Alparslan Eroglu. Wavelet variance ratio cointegration test and wavestrapping. J. Multivariate Analysis, 171:298-319, 2019. [doi]
@article{Eroglu19,
title = {Wavelet variance ratio cointegration test and wavestrapping},
author = {Burak Alparslan Eroglu},
year = {2019},
doi = {10.1016/j.jmva.2018.12.011},
url = {https://doi.org/10.1016/j.jmva.2018.12.011},
researchr = {https://researchr.org/publication/Eroglu19},
cites = {0},
citedby = {0},
journal = {J. Multivariate Analysis},
volume = {171},
pages = {298-319},
}