On the Power and Size Properties of Cointegration Tests in the Light of High-Frequency Stylized Facts
Krauss, Christopher, Herrmann, KlausVolume:
10
Language:
english
Journal:
Journal of Risk and Financial Management
DOI:
10.3390/jrfm10010007
Date:
February, 2017
File:
PDF, 813 KB
english, 2017