GARCH effects on a test of cointegration
Year of publication: |
1993
|
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Authors: | Franses, Philip Hans ; Kofman, Paul ; Moser, James T. |
Publisher: |
Rotterdam |
Subject: | Kointegration | Cointegration | ARCH-Modell | ARCH model | Schätzung | Estimation | Zeitreihenanalyse | Time series analysis | Schätztheorie | Estimation theory |
Extent: | 10, [3] S |
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Series: | Report / Erasmus Center for Financial Research, Erasmus University. - Rotterdam, ZDB-ID 2183849-5. |
Type of publication: | Book / Working Paper |
Language: | English |
Source: | ECONIS - Online Catalogue of the ZBW |
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