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~isPartOf:"Discussion paper / Tinbergen Institute"
~person:"Nielsen, Morten Ørregaard"
~subject:"Kointegration"
~subject:"Prognose"
~subject:"Volatilität"
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Kointegration
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Nielsen, Morten Ørregaard
McAleer, Michael
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41
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Chang, Chia-Lin
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Dijk, Dick van
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Daníelsson, Jón
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Discussion paper / Tinbergen Institute
Queen's Economics Department working paper
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CREATES research paper
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Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
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Improved likelihood ratio tests for
cointegration
rank in the VAR model
Boswijk, Herman Peter
;
Jansson, Michael
;
Nielsen, …
-
2012
Persistent link: https://www.econbiz.de/10010191001
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