Work

Cointegration tests with conditional heteroskedasticity

Year: 1996

Type: article

Source: Journal of Econometrics

Authors: Tae-Hwy Lee, Yiuman Tse

Institutions: University of California, Riverside, University of Memphis

Language: English

Topic: Financial Risk and Volatility Modeling

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W2019399779

FWCI: 12.51

Cites: 31

Cited by: 130

Related to: 10