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Handbook of financial time series
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An introduction to regime switching time series models
Lange, Theis
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Rahbek, Anders
- In:
Handbook of financial time series
,
(pp. 871-887)
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2009
Persistent link: https://www.econbiz.de/10003834264
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Cointegration: overview and development
Johansen, Søren
- In:
Handbook of financial time series
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(pp. 671-693)
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2009
Persistent link: https://www.econbiz.de/10003834195
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