GARCH effects on a test of cointegration

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Original language	Undefined/Unknown
Pages (from-to)	19-26
Number of pages	8
Journal	Review of Quantitative Finance and Accounting
Volume	4
DOIs	https://doi.org/10.1007/BF01082662
Publication status	Published - 1994

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@article{b35b78fb5e8a4a12a47db4a51b471643,

title = "GARCH effects on a test of cointegration",

author = "Franses, {Philip Hans} and P Kofman and J Moser",

year = "1994",

doi = "10.1007/BF01082662",

language = "Undefined/Unknown",

volume = "4",

pages = "19--26",

journal = "Review of Quantitative Finance and Accounting",

issn = "0924-865X",

publisher = "Springer New York",

}