@inbook{f0e8f4acef5048d3af8966b25a678969,

title = "Tests of cointegration rank with strong persistence in volatility: An application to the pricing of risk in the long run",

keywords = "112 Statistics and probability, KOTA2014",

author = "Niklas Ahlgren and Paul Catani",

year = "2014",

language = "English",

isbn = "978–952–476–522–0",

series = "Acta Wasaensia",

publisher = "University of Vaasa",

pages = "153--169",

editor = "Johan Knif and Bernd Pape",

booktitle = "Contributions to Mathematics, Statistics, Econometrics, and Finance",

address = "Finland",

}