Outlier robust cointegration analysis of Dutch interest rates

Philip Hans Franses, A (André) Lucas

Research output: Chapter/Conference proceedingConference proceedingAcademicpeer-review

Original languageUndefined/Unknown
Title of host publicationProceedings of the Business and Economic Statistics Section
EditorsASA American Statistical Ass.
Place of PublicationUSA
PublisherAssociation Suisse de l'Arbitrage (ASA)
Pages106-109
Number of pages4
Publication statusPublished - 1996

Research programs

  • EUR ESE 11

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