Cointegration rank testing under conditional heteroskedasticity (Q2995420)

From MaRDI portal





scientific article; zbMATH DE number 5880930
Language Label Description Also known as
default for all languages
No label defined
    English
    Cointegration rank testing under conditional heteroskedasticity
    scientific article; zbMATH DE number 5880930

      Statements

      COINTEGRATION RANK TESTING UNDER CONDITIONAL HETEROSKEDASTICITY (English)
      0 references
      0 references
      0 references
      0 references
      21 April 2011
      0 references

      Identifiers