Adaptive testing for cointegration with nonstationary volatility
H. Peter Boswijk and Yang Zu
| Year of publication: |
2022
|
|---|---|
| Authors: | Boswijk, Herman Peter ; Zu, Yang |
| Subject: | Adaptive estimation | Nonparametric volatility estimation | Wild bootstrap | Volatilität | Volatility | Nichtparametrisches Verfahren | Nonparametric statistics | Schätztheorie | Estimation theory | Bootstrap-Verfahren | Bootstrap approach | Kointegration | Cointegration | Zeitreihenanalyse | Time series analysis | Schätzung | Estimation | ARCH-Modell | ARCH model |
| Description of contents: | Description [tandfonline.com] |
freely available
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/07350015.2020.1867558 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013534484