Bandspectrum Cointegration
Year of publication: |
2008
|
---|---|
Authors: | Andersson, Fredrik N. G. |
Publisher: |
Lund : Lund University, School of Economics and Management, Department of Economics |
Subject: | Cointegration | Bandspectrum Regression | Simulations | Wavelets | Frequency domain |
Series: | Working Paper ; 2008:18 |
---|---|
Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Working Paper |
Language: | English |
Other identifiers: | 589026054 [GVK] hdl:10419/259963 [Handle] RePEc:hhs:lunewp:2008_018 [RePEc] |
Classification: | C14 - Semiparametric and Nonparametric Methods ; C15 - Statistical Simulation Methods; Monte Carlo Methods ; C23 - Models with Panel Data |
Source: |
-
Andersson, Fredrik N. G., (2008)
-
Simulated nonparametric estimation of dynamic models with applications to finance
Altissimo, Filippo, (2005)
-
Simulated nonparametric estimation of continuous time models of asset prices and returns
Altissimo, Filippo, (2004)
- More ...
-
Replik till Andersson och Jonung
Apel, Mikael, (2024)
-
The Covid-19 lesson from Sweden: Don't lockdown
Andersson, Fredrik N. G., (2023)
-
Andersson, Fredrik N. G., (2024)
- More ...