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"Spurious regression due to neglected of non-stationary volatility."

Hao Jin, Si Zhang, Jinsuo Zhang (2017)

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DOI: 10.1007/S00180-016-0687-X

access: closed

type: Journal Article

metadata version: 2020-06-29

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  - journals/cstat/JinZZ17
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Hao Jin, Si Zhang, Jinsuo Zhang:
Spurious regression due to neglected of non-stationary volatility. Comput. Stat. 32(3): 1065-1081 (2017)

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