Multiple testing for no cointegration under nonstationary volatility
Matei Demetrescu and Christoph Hanck
| Year of publication: |
2018
|
|---|---|
| Authors: | Demetrescu, Matei ; Hanck, Christoph |
| Subject: | Volatilität | Volatility | Kointegration | Cointegration | Zeitreihenanalyse | Time series analysis | Statistischer Test | Statistical test | Bootstrap-Verfahren | Bootstrap approach | Stochastischer Prozess | Stochastic process | Schätztheorie | Estimation theory |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1111/obes.12214 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011969530