GARCH effects on a test of cointegration / by Ph.H. Franses, P. Kofman and J. Moser
http://data.bibliotheken.nl/id/nbt/p109605225 an entity of type: CreativeWork
GARCH effects on a test of cointegration / by Ph.H. Franses, P. Kofman and J. Moser
2nd draft
en
GARCH effects on a test of cointegration
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10
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xsd:gYear
1992
109605225
xsd:date
1993-08-04
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2021-10-11
Econometric Institute, Erasmus University Rotterdam