Semi-nonparametric cointegration testing (Q1867722)
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scientific article; zbMATH DE number 1891708
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Semi-nonparametric cointegration testing |
scientific article; zbMATH DE number 1891708 |
Statements
Semi-nonparametric cointegration testing (English)
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2 April 2003
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cointegration
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semi-nonparametric estimation
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fat tails
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skewness
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term
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structure
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0.8908626437187195
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0.8908626437187195
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0.842859148979187
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0.8223493695259094
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0.8135653734207153
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