Robust cointegration
by Cédric H. A. Perret-Gentil
| Year of publication: |
2009
|
|---|---|
| Authors: | Perret-Gentil, Cédric H. A. |
| Subject: | Kointegration | Cointegration | VAR-Modell | VAR model | Robustes Verfahren | Robust statistics | Monte-Carlo-Simulation | Monte Carlo simulation | Theorie | Theory |
| Description of contents: | Table of Contents [gbv.de] |
| Extent: | VII, 149 S. graph. Darst. |
|---|---|
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Hochschulschrift ; Thesis ; Graue Literatur ; Non-commercial literature |
| Language: | English |
| Thesis: | Genève, Univ., Diss., 2009 |
| Notes: | Zsfassung in franz. Sprache |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003948035