Cointegration: Overview and Development
Research output: Chapter in Book/Report/Conference proceeding › Book chapter › Research
Standard
Cointegration : Overview and Development. / Johansen, Søren.
Handbook of Financial Time Series. ed. / Torben G. Andersen; Jens-Peter Kreiss; Richard A. Davis; Thomas Mikosch. Springer, 2009. p. 671-693.Research output: Chapter in Book/Report/Conference proceeding › Book chapter › Research
Harvard
Johansen, S 2009, Cointegration: Overview and Development. in TG Andersen, J-P Kreiss, RA Davis & T Mikosch (eds), Handbook of Financial Time Series. Springer, pp. 671-693.
APA
Johansen, S. (2009). Cointegration: Overview and Development. In T. G. Andersen, J-P. Kreiss, R. A. Davis, & T. Mikosch (Eds.), Handbook of Financial Time Series (pp. 671-693). Springer.
Vancouver
Johansen S. Cointegration: Overview and Development. In Andersen TG, Kreiss J-P, Davis RA, Mikosch T, editors, Handbook of Financial Time Series. Springer. 2009. p. 671-693
Author
Bibtex
@inbook{06fdcd4028bd11de9f0a000ea68e967b,
title = "Cointegration: Overview and Development",
author = "S{\o}ren Johansen",
year = "2009",
language = "English",
isbn = "978-3-540-71296-2",
pages = "671--693",
editor = "Andersen, {Torben G.} and Jens-Peter Kreiss and Davis, {Richard A.} and Thomas Mikosch",
booktitle = "Handbook of Financial Time Series",
publisher = "Springer",
address = "Switzerland",
}
RIS
TY - CHAP
T1 - Cointegration
T2 - Overview and Development
AU - Johansen, Søren
PY - 2009
Y1 - 2009
M3 - Book chapter
SN - 978-3-540-71296-2
SP - 671
EP - 693
BT - Handbook of Financial Time Series
A2 - Andersen, Torben G.
A2 - Kreiss, Jens-Peter
A2 - Davis, Richard A.
A2 - Mikosch, Thomas
PB - Springer
ER -
ID: 11848657