Polynomial Cointegration Between Stationary Processes with Long Memory
Year of publication: |
2007
|
---|---|
Authors: | Avarucci, Marco ; Marinucci, Domenico |
Publisher: |
[S.l.] : SSRN |
Subject: | Theorie | Theory | Stochastischer Prozess | Stochastic process | Zeitreihenanalyse | Time series analysis | Kointegration | Cointegration |
Extent: | 1 Online-Ressource (24 p) |
---|---|
Series: | CEIS Working Paper ; No. 100 |
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments March 2007 erstellt |
Other identifiers: | 10.2139/ssrn.967397 [DOI] |
Source: | ECONIS - Online Catalogue of the ZBW |
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