A model selection approach to jointly testing for structural breaks and cointegration with application to the Eurocurrency interest rates market
Crossref DOI link: https://doi.org/10.1007/s00181-020-01916-1
Published Online: 2020-07-27
Published Print: 2021-08
Update policy: https://doi.org/10.1007/springer_crossmark_policy
Qian, Yan
Wang, Zijun
Text and Data Mining valid from 2020-07-27
Version of Record valid from 2020-07-27
Article History
Received: 18 September 2017
Accepted: 18 June 2020
First Online: 27 July 2020