Cita APA

Buzzi, S. M., & Ojeda, S. M. (2014). Testing for unit roots and granger non-causality in time series with multiple structural breaks. An international stock markets application. Web

Citación estilo Chicago

Buzzi, Sergio Martín, and Silvia María Ojeda. Testing for Unit Roots and Granger Non-causality in Time Series With Multiple Structural Breaks. An International Stock Markets Application. 2014.

Cita MLA

Buzzi, Sergio Martín, and Silvia María Ojeda. Testing for Unit Roots and Granger Non-causality in Time Series With Multiple Structural Breaks. An International Stock Markets Application. 2014.