Spurious regression due to neglected of non-stationary volatility
Crossref DOI link: https://doi.org/10.1007/s00180-016-0687-x
Published Online: 2016-09-19
Published Print: 2017-09
Update policy: https://doi.org/10.1007/springer_crossmark_policy
Jin, Hao
Zhang, Si
Zhang, Jinsuo
Funding for this research was provided by:
National Natural Science Foundation of China (71103143, 71273206)
National Natural Science Foundation of China (71473194)
License valid from 2016-09-19