Items where Author is "Balboa, Marina"
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Article
Balboa, Marina and Rodrigues, Paulo MM and Rubia, Antonio and Taylor, AM Robert (2021) Multivariate Fractional Integration Tests allowing for Conditional Heteroskedasticity with an Application to Return Volatility and Trading Volume. Journal of Applied Econometrics, 36 (5). pp. 544-565. DOI https://doi.org/10.1002/jae.2829
Monograph
Balboa, Marina and Rodrigues, Paulo MM and Rubia, Antonio and Taylor, AM Robert (2021) Multivariate Fractional Integration Tests allowing for Conditional Heteroskedasticity with an Application to Return Volatility and Trading Volume. Working Paper. Essex Finance Centre Working Papers. (Unpublished)