BibTex format
@article{Ibragimov:2023:jjfinec/nbad020,
author = {Ibragimov, R and Pedersen, RS and Skrobotov, A},
doi = {jjfinec/nbad020},
journal = {Journal of Financial Econometrics},
pages = {1--23},
title = {New approaches to robust inference on market (non-)efficiency, volatility clustering and nonlinear dependence},
url = {http://dx.doi.org/10.1093/jjfinec/nbad020},
year = {2023}
}