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~institution:"Tinbergen Instituut"
~person:"McAleer, Michael"
~person:"Tansel, Aysit"
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divided governments
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fractional integration
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McAleer, Michael
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Tinbergen Instituut
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İktisat Bölümü, İktisadi ve İdari Bilimler Fakültesi
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Econometric Analysis of Financial Derivatives: An Overview
Chang, Chia-Lin
;
McAleer, Michael
-
Tinbergen Instituut
-
2014
states, bootstrap score tests for
fractional
integration
in heteroskedastic ARFIMA models, with an application to price …
Persistent link: https://www.econbiz.de/10011256249
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