Spectral Analysis of Fractionally Cointegrated Systems
Year of publication: |
2004
|
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Authors: | Nielsen, Morten Ørregaard |
Publisher: |
[S.l.] : SSRN |
Subject: | Kointegration | Cointegration | Stochastischer Prozess | Stochastic process | Zeitreihenanalyse | Time series analysis | Theorie | Theory |
Extent: | 1 Online-Ressource (13 p) |
---|---|
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments September 10, 2002 erstellt |
Other identifiers: | 10.2139/ssrn.333981 [DOI] |
Classification: | C32 - Time-Series Models |
Source: | ECONIS - Online Catalogue of the ZBW |
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