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~isPartOf:"CREATES research paper"
~person:"Johansen, Søren"
~subject:"VAR-Modell"
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The cointegrated vector autoregressive model with general deterministic terms
Johansen, Søren
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Nielsen, Morten Ørregaard
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2016
Persistent link: https://www.econbiz.de/10011524104
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Optimal hedging with the cointegrated vector autoregressive model
Johansen, Søren
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Gatarek, Lukasz
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2014
Persistent link: https://www.econbiz.de/10010418991
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Times series : cointegration
Johansen, Søren
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2014
Persistent link: https://www.econbiz.de/10010418999
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