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Bivariate FIGARCH and fractional cointegration
Brunetti, Celso
;
Gilbert, Christopher L.
- In:
Journal of empirical finance
7
(
2000
)
5
,
pp. 509-530
Persistent link: https://www.econbiz.de/10001545286
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2
Bivariate FIGARCH and fractional cointegration
Brunetti, Celso
;
Gilbert, Christopher L.
- In:
Journal of empirical finance
7
(
2000
)
5
,
pp. 509-530
Persistent link: https://www.econbiz.de/10007240710
Saved in:
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