Cointegration: Overview and Development

Publikation: Bidrag til bog/antologi/rapportBidrag til bog/antologiForskning

Standard

Cointegration : Overview and Development. / Johansen, Søren.

Handbook of Financial Time Series. red. / Torben G. Andersen; Jens-Peter Kreiss; Richard A. Davis; Thomas Mikosch. Springer, 2009. s. 671-693.

Publikation: Bidrag til bog/antologi/rapportBidrag til bog/antologiForskning

Harvard

Johansen, S 2009, Cointegration: Overview and Development. i TG Andersen, J-P Kreiss, RA Davis & T Mikosch (red), Handbook of Financial Time Series. Springer, s. 671-693.

APA

Johansen, S. (2009). Cointegration: Overview and Development. I T. G. Andersen, J-P. Kreiss, R. A. Davis, & T. Mikosch (red.), Handbook of Financial Time Series (s. 671-693). Springer.

Vancouver

Johansen S. Cointegration: Overview and Development. I Andersen TG, Kreiss J-P, Davis RA, Mikosch T, red., Handbook of Financial Time Series. Springer. 2009. s. 671-693

Author

Johansen, Søren. / Cointegration : Overview and Development. Handbook of Financial Time Series. red. / Torben G. Andersen ; Jens-Peter Kreiss ; Richard A. Davis ; Thomas Mikosch. Springer, 2009. s. 671-693

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