Fractional cointegration in stochastic volatility models
Afonso Gonçalves da Silva and Peter M. Robinson
| Year of publication: |
2008
|
|---|---|
| Authors: | Silva, Afonso Gonçalves da ; Robinson, Peter M. |
| Published in: |
Econometric theory. - Cambridge : Cambridge Univ. Press, ISSN 0266-4666, ZDB-ID 901661-2. - Vol. 24.2008, 5, p. 1207-1253
|
| Subject: | Nichtparametrisches Verfahren | Nonparametric statistics | Kointegration | Cointegration | Zeitreihenanalyse | Time series analysis | Theorie | Theory |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003748745