Bivariate FIGARCH and Fractional Cointegration
Year of publication: |
1999-12
|
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Authors: | Brunetti, Celso ; Gilbert, Christopher L. |
Institutions: | School of Economics and Finance, Queen Mary |
Subject: | FIGARCH | Fractional Cointegration | ECM |
Extent: | application/pdf |
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Series: | |
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Number 408 |
Classification: | G0 - Financial Economics. General ; C2 - Econometric Methods: Single Equation Models ; C3 - Econometric Methods: Multiple/Simultaneous Equation Models |
Source: |
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