Working Paper
Random walks versus fractional integration: power comparisons of scalar and joint tests of the variance-time function
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https://fraser.stlouisfed.org/title/finance-economics-discussion-series-1491/random-walks-versus-fractional-integration-power-comparisons-scalar-joint-tests-variance-time-function-717644
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Bibliographic Information
Provider: Board of Governors of the Federal Reserve System (U.S.)
Part of Series: Finance and Economics Discussion Series
Publication Date: 1988
Number: 41