Simulation analysis of the impact of volatility clustering upon the finite-sample distribution of threshold cointegration tests
Steven Cook
| Year of publication: |
2008
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|---|---|
| Authors: | Cook, Steven |
| Published in: |
Applied financial economics letters. - Abingdon : Routledge, ISSN 1744-6546, ZDB-ID 2175172-9. - Vol. 4.2008, 1/3, p. 59-63
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| Subject: | Simulation | Volatilität | Volatility | Kointegration | Cointegration | Theorie | Theory | Schätzung | Estimation |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003725321