• Media type: E-Article
  • Title: Exploring the Impact of Multivariate GARCH Innovations on Hypothesis Testing for Cointegrating Vectors
  • Contributor: Kurita, Takamitsu
  • imprint: Informa UK Limited, 2013
  • Published in: Communications in Statistics - Simulation and Computation (2013), Seite 130102064530006
  • Language: English
  • DOI: 10.1080/03610918.2012.677920
  • ISSN: 0361-0918; 1532-4141
  • Keywords: Modeling and Simulation ; Statistics and Probability
  • Origination:
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