Using subspace algorithm cointegration analysis: simulation performance and application to the term structure (Q961388)

From MaRDI portal
scientific article
Language Label Description Also known as
English
Using subspace algorithm cointegration analysis: simulation performance and application to the term structure
scientific article

    Statements

    Using subspace algorithm cointegration analysis: simulation performance and application to the term structure (English)
    0 references
    0 references
    0 references
    30 March 2010
    0 references

    Identifiers

    0 references
    0 references
    0 references
    0 references
    0 references
    0 references