Using subspace algorithm cointegration analysis: Simulation performance and application to the term structure

Bauer D, Wagner M (2009)
Computational Statistics & Data Analysis 53(6): 1954-1973.

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Zeitschriftenaufsatz | Veröffentlicht | Englisch
Autor
;
Erscheinungsjahr
Zeitschriftentitel
Computational Statistics & Data Analysis
Band
53
Zeitschriftennummer
6
Seite
1954-1973
ISSN
PUB-ID

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Bauer D, Wagner M. Using subspace algorithm cointegration analysis: Simulation performance and application to the term structure. Computational Statistics & Data Analysis. 2009;53(6):1954-1973.
Bauer, D., & Wagner, M. (2009). Using subspace algorithm cointegration analysis: Simulation performance and application to the term structure. Computational Statistics & Data Analysis, 53(6), 1954-1973. doi:10.1016/j.csda.2008.10.039
Bauer, D., and Wagner, M. (2009). Using subspace algorithm cointegration analysis: Simulation performance and application to the term structure. Computational Statistics & Data Analysis 53, 1954-1973.
Bauer, D., & Wagner, M., 2009. Using subspace algorithm cointegration analysis: Simulation performance and application to the term structure. Computational Statistics & Data Analysis, 53(6), p 1954-1973.
D. Bauer and M. Wagner, “Using subspace algorithm cointegration analysis: Simulation performance and application to the term structure”, Computational Statistics & Data Analysis, vol. 53, 2009, pp. 1954-1973.
Bauer, D., Wagner, M.: Using subspace algorithm cointegration analysis: Simulation performance and application to the term structure. Computational Statistics & Data Analysis. 53, 1954-1973 (2009).
Bauer, Dietmar, and Wagner, Martin. “Using subspace algorithm cointegration analysis: Simulation performance and application to the term structure”. Computational Statistics & Data Analysis 53.6 (2009): 1954-1973.