Garch Effects on a Test of Cointegration.
| Year of publication: |
1992
|
|---|---|
| Authors: | Franses, P.H. ; Kofman, P. ; Moser, J. |
| Institutions: | Econometrisch Instituut, Faculteit der Economische Wetenschappen |
| Subject: | tests | econometrics |
| Series: | |
|---|---|
| Type of publication: | Book / Working Paper |
| Notes: | 10 pages |
| Source: |
Persistent link: https://www.econbiz.de/10005775822