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Items where Author is "Rubia, Antonio"

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Number of items: 2.

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. ISSN 0883-7252

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 (Unpublished)

This list was generated on Mon Sep 27 12:03:54 2021 BST.