Bivariate FIGARCH and fractional cointegration
Year of publication: |
2000
|
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Authors: | Brunetti, Celso ; Gilbert, Christopher L. |
Published in: |
Journal of empirical finance. - Amsterdam [u.a.] : Elsevier, ISSN 0927-5398, ZDB-ID 1158263-7. - Vol. 7.2000, 5, p. 509-530
|
Subject: | Volatilität | Volatility | Ölmarkt | Oil market | ARCH-Modell | ARCH model | Schätzung | Estimation | Theorie | Theory |
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