Cointegration: Overview and Development
Research output: Chapter in Book/Report/Conference proceeding › Book chapter › Research
| Original language | English |
|---|---|
| Title of host publication | Handbook of Financial Time Series |
| Editors | Torben G. Andersen, Jens-Peter Kreiss, Richard A. Davis, Thomas Mikosch |
| Number of pages | 23 |
| Publisher | Springer |
| Publication date | 2009 |
| Pages | 671-693 |
| ISBN (Print) | 978-3-540-71296-2 |
| ISBN (Electronic) | 978-3-540-71297-8 |
| Publication status | Published - 2009 |
ID: 11848657