Unit Root Vector Autoregression with Volatility induced Stationarity

Research output: Contribution to journal › Journal article › Research › peer-review

Original language	English
Journal	Journal of Empirical Finance
Volume	29
Pages (from-to)	144-167
ISSN	0927-5398
DOIs	https://doi.org/10.1016/j.jempfin.2014.03.008
Publication status	Published - Dec 2014

JEL classification: C32

ID: 107128622

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