The EHTS and the persistence in the spread reconsidered. A fractional cointegration approach
Year of publication: |
2020
|
---|---|
Authors: | Vides, José Carlos ; Golpe, Antonio A. ; Iglesias, Jesús |
Published in: |
International review of economics & finance : IREF. - Amsterdam [u.a.] : Elsevier, ISSN 1059-0560, ZDB-ID 1137476-7. - Vol. 69.2020, p. 124-137
|
Subject: | Kointegration | Cointegration | Schätzung | Estimation | Zeitreihenanalyse | Time series analysis | Theorie | Theory |
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