Krauß C, Herrmann K (2017)
Publication Type: Journal article
Publication year: 2017
Book Volume: 10
Article Number: 7
Journal Issue: 1
APA:
Krauß, C., & Herrmann, K. (2017). On the power and size properties of cointegration tests in the light of high-frequency stylized facts. Journal of Financial Risk Management, 10(1).
MLA:
Krauß, Christopher, and Klaus Herrmann. "On the power and size properties of cointegration tests in the light of high-frequency stylized facts." Journal of Financial Risk Management 10.1 (2017).
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