Department of Economics and Business Economics

Unit root vector autoregression with volatility induced stationarity

Research output: Contribution to journal/Conference contribution in journal/Contribution to newspaperJournal articleResearchpeer-review

  • Heino Bohn Nielsen, Denmark
  • Anders Rahbæk, Københavns Universitet, Denmark
Original languageEnglish
JournalJournal of Empirical Finance
Volume29
IssueDecember
Pages (from-to)144-167
ISSN0927-5398
DOIs
Publication statusPublished - 2014

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