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~isPartOf:"CREATES Research Paper"
~person:"Buch, Claudia M."
~person:"Nielsen, Morten Ørregaard"
~subject:"Kointegration"
~subject:"Prognose"
~subject:"Volatilität"
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Buch, Claudia M.
Nielsen, Morten Ørregaard
Johansen, Soren
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CREATES Research Paper
Queen's Economics Department working paper
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Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
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Likelihood Inference for a Fractionally Cointegrated Vector Autoregressive Model
Johansen, Soren
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2010
test for
cointegration
rank, which is a functional of fractional Brownian motion of type II …
Persistent link: https://www.econbiz.de/10013142766
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