@data{jae.2022327.0717586704, author = {Balboa, Marina and Rodrigues, Paulo M.M. and Rubia, Antonio and Taylor, A. M. Robert}, publisher = {ZBW - Leibniz Informationszentrum Wirtschaft}, title = {multivariate-fractional-integration-tests-allowing-for-conditional-heteroskedasticity-with-an-appli}, year = {2021}, version = {1}, url = {https://journaldata.zbw.eu/dataset/multivariate-fractional-integration-tests-allowing-for-conditional-heteroskedasticity-with-an-appli}, doi = "10.15456/jae.2022327.0717586704" }