Next Article in Journal
Copula-Based Factor Models for Multivariate Asset Returns
Next Article in Special Issue
Improved Inference on Cointegrating Vectors in the Presence of a near Unit Root Using Adjusted Quantiles
Previous Article in Journal
The Univariate Collapsing Method for Portfolio Optimization
Previous Article in Special Issue
Panel Cointegration Testing in the Presence of Linear Time Trends
 
 
Article

Article Versions Notes

Econometrics 2017, 5(2), 19; https://doi.org/10.3390/econometrics5020019
Action Date Notes Link
article pdf uploaded. 15 May 2017 05:44 CEST Version of Record https://www.mdpi.com/2225-1146/5/2/19/pdf
article xml uploaded. 15 May 2017 05:44 CEST Original file https://www.mdpi.com/2225-1146/5/2/19/xml
article html file updated 15 May 2017 05:45 CEST Original file -
article html file updated 23 May 2017 04:14 CEST Update -
article html file updated 14 March 2018 10:07 CET Update -
article html file updated 3 May 2019 22:08 CEST Update -
article html file updated 8 February 2020 05:49 CET Update https://www.mdpi.com/2225-1146/5/2/19/html
Back to TopTop