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subject:"Volatility"
type_genre:"Article in journal"
~isPartOf:"Econometric reviews"
~isPartOf:"Insurance / Mathematics & economics"
~person:"Barassi, Marco R."
~subject:"Estimation"
~subject:"Statistical distribution"
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Barassi, Marco R.
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Residual-based tests for fractional cointegration : testing the term structure of interest rates
Zhang, Dayong
;
Barassi, Marco R.
;
Tan, Jijun
- In:
Econometric reviews
34
(
2015
)
6/10
,
pp. 1118-1140
Persistent link: https://www.econbiz.de/10011483452
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