مرکز منطقه ای اطلاع رساني علوم و فناوري - Bootstrap and fast double bootstrap tests of cointegration rank with financial time series

Title of article :

Bootstrap and fast double bootstrap tests of cointegration rank with financial time series

Author/Authors :

N. Ahlgren، نويسنده , , J. Antell، نويسنده ,

Issue Information :

روزنامه با شماره پیاپی سال 2008

Pages :

From page :

4754

To page :

4767

Journal title :

Computational Statistics and Data Analysis

Serial Year :

2008

Journal title :

Computational Statistics and Data Analysis

Record number :

308518

Link To Document :