A note on tests of partial parameter stability in the cointegrated system
Year of publication: |
2008
|
---|---|
Authors: | Hsu, Chih-Chiang |
Published in: |
Economics letters. - Amsterdam [u.a.] : Elsevier, ISSN 0165-1765, ZDB-ID 7172102. - Vol. 99.2008, 3, p. 500-504
|
Saved in:
Saved in favorites
Similar items by person
-
A note on tests of partial parameter stability in the cointegrated system
Hsu, Chih-chiang, (2008)
-
Dynamic hedging with futures : a copula-based GARCH model
Hsu, Chih-chiang, (2008)
-
Asymmetric exchange rate exposure and industry characteristics : evidence from Japanese data
Hsu, Chih-chiang, (2009)
- More ...