On the Power and Size Properties of Cointegration Tests in...

On the Power and Size Properties of Cointegration Tests in the Light of High-Frequency Stylized Facts

Krauss, Christopher, Herrmann, Klaus
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Volume:
10
Language:
english
Journal:
Journal of Risk and Financial Management
DOI:
10.3390/jrfm10010007
Date:
February, 2017
File:
PDF, 813 KB
english, 2017
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