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~subject:"Fractional cointegration"
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Fractional cointegration
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Tan, Zhengxun
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Chen, Peng
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Huang, Yilong
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Xiao, Binuo
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Zhou, Li
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Applied economics
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The North American journal of economics and finance : a journal of financial economics studies
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ECONIS (ZBW)
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Value at risk and return in Chinese and the US stock markets : double long memory and fractional cointegration
Tan, Zhengxun
;
Xiao, Binuo
;
Huang, Yilong
;
Zhou, Li
- In:
The North American journal of economics and finance : a …
56
(
2021
),
pp. 1-16
Persistent link: https://www.econbiz.de/10012821412
Saved in:
2
The trend and cycle components of China's housing prices : a new decomposition method
Tan, Zhengxun
;
Liu, Juan
;
Chen, Peng
- In:
Applied economics
53
(
2021
)
28
,
pp. 3288-3305
Persistent link: https://www.econbiz.de/10012517088
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