Subsampling cointegration tests in heavy-tailed observation (Q2993935)
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scientific article; zbMATH DE number 6612461
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| English | Subsampling cointegration tests in heavy-tailed observation |
scientific article; zbMATH DE number 6612461 |
Statements
10 August 2016
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heavy-tailed observations
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cointegration tests
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subsampling algorithm
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0.8382300734519958
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0.830274224281311
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0.8061869740486145
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0.7849401831626892
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