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subject:"Zeitreihenanalyse"
~isPartOf:"CREATES research paper"
~subject:"Monetary policy"
~subject:"VAR-Modell"
~type_genre:"Arbeitspapier"
~type_genre:"Non-commercial literature"
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Bootstrap score tests for fractional integration in heteroskedastic ARFIMA Models, with an application to price dynamics in commodity spot and futures markets
Cavaliere, Giuseppe
;
Nielsen, Morten Ørregaard
; …
-
2014
Persistent link: https://www.econbiz.de/10010394614
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