The power of bootstrap tests of cointegration rank with financial time series
Niklas Ahlgren; Jan Antell
| Year of publication: |
2009
|
|---|---|
| Authors: | Ahlgren, Niklas ; Antell, Jan |
| Publisher: |
Helsinki : Svenska Handelshögskolan |
| Subject: | Kointegration | Cointegration | Bootstrap-Verfahren | Bootstrap approach | Statistischer Test | Statistical test | Zeitreihenanalyse | Time series analysis | Theorie | Theory |
| Extent: | Online-Ressource (46 S., 609,55 KB) |
|---|---|
| Series: | Meddelanden från Svenska Handelshögskolan. - Helsingfors : [Verlag nicht ermittelbar], ISSN 0357-4598, ZDB-ID 2172605-X. - Vol. 541 |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Arbeitspapier ; Working Paper ; Graue Literatur ; Non-commercial literature |
| Language: | English |
| Notes: | nBibliography Systemvoraussetzungen: Acrobat Reader |
| ISBN: | 978-952-232-039-1 |
| Other identifiers: | hdl:10227/371 [Handle] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003846167