Work

Co-Integration Rank Testing under Conditional Heteroskedasticity

Year: 2009

Type: preprint

Source: SSRN Electronic Journal

DOI: 10.2139/ssrn.1411046

Authors: Giuseppe Cavaliere, Anders Rahbek, A. M. Robert Taylor

Institutions: University of Bologna, University of Copenhagen, University of Nottingham

Language: English

Topic: Financial Risk and Volatility Modeling

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: green

OpenAlex ID: W2136396194

Cites: 39

Cited by: 26

Related to: 10