Cointegration: Overview and Development

Original language	English
Title of host publication	Handbook of Financial Time Series
Editors	Torben G. Andersen, Jens-Peter Kreiss, Richard A. Davis, Thomas Mikosch
Number of pages	23
Publisher	Springer
Publication date	2009
Pages	671-693
ISBN (Print)	978-3-540-71296-2
ISBN (Electronic)	978-3-540-71297-8
Publication status	Published - 2009

Cite this

@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",

}