Functional Coefficient Cointegration Models Subject to Time–Varying Volatility with an Application to the Purchasing Power Parity
| Year of publication: |
2019
|
|---|---|
| Authors: | Tu, Yundong ; Wang, Ying |
| Published in: |
Oxford Bulletin of Economics and Statistics. - Wiley, ISSN 1468-0084, ZDB-ID 1473788-7. - 2019 (10.07.)
|
| Publisher: |
Wiley |
| Type of publication: | Article |
|---|---|
| Language: | English |
| Other identifiers: | 10.1111/obes.12309 [DOI] |
| Source: | Other ZBW resources |
Persistent link: https://www.econbiz.de/10012095511