On the power and size properties of cointegration tests in the light of high-frequency stylized facts

Krauß C, Herrmann K (2017)


Publication Type: Journal article

Publication year: 2017

Journal

Book Volume: 10

Article Number: 7

Journal Issue: 1

Authors with CRIS profile

How to cite

APA:

Krauß, C., & Herrmann, K. (2017). On the power and size properties of cointegration tests in the light of high-frequency stylized facts. Journal of Financial Risk Management, 10(1).

MLA:

Krauß, Christopher, and Klaus Herrmann. "On the power and size properties of cointegration tests in the light of high-frequency stylized facts." Journal of Financial Risk Management 10.1 (2017).

BibTeX: Download