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Searching for cointegration in a dynamic system
Qu, Zhongjun
- In:
The econometrics journal
10
(
2007
)
3
,
pp. 580-604
Persistent link: https://www.econbiz.de/10003637627
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A stochastic volatility model with random level shifts and its applications to S&P 500 and NASDAQ return indices
Qu, Zhongjun
;
Perron, Pierre
- In:
The econometrics journal
16
(
2013
)
3
,
pp. 309-339
Persistent link: https://www.econbiz.de/10010253639
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3
Searching for cointegration in a dynamic system
Qu, Zhongjun
- In:
The econometrics journal
10
(
2007
)
3
,
pp. 580-604
Persistent link: https://www.econbiz.de/10007871616
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