On the memory of products of long range dependent time series
Year of publication: |
April 2017
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Authors: | Leschinski, Christian |
Published in: |
Economics letters. - Amsterdam [u.a.] : Elsevier, ISSN 0165-1765, ZDB-ID 717210-2. - Vol. 153.2017, p. 72-76
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Subject: | Long memory | Products of time series | Squared time series | Fractional cointegration | Theorie | Theory | Zeitreihenanalyse | Time series analysis | Kointegration | Cointegration |
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