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Practical issues in cointegration analysis : special issue

Oxley, Les (contributor); McAleer, Michael (contributor) - 1998

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Essays on statistical arbitrage

Krauss, Christopher - 2016

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GARCH(1, 1) at small sample size and pairs trading with cointegration

Leong, Wei Ruen - 2018

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Modeling multivariate time series with fractional integration in macroeconomics and finance

Weigand, Roland - 2018

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Essays on fractional cointegration and seasonal long memory

Voges, Michelle - 2019

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On factor analysis with long-range dependence

Rodríguez Caballero, Carlos Vladimir - 2016

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Essays on fractional filters and co-integration

Carlini, Federico - 2017

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Recent developments in cointegration

Jusélius, Katarina (ed.) - 2018

integration and cointegration of key variables and their relationships. While the latter used to be I(1), macroeconomic and … cointegration offer a variety of solutions to these problems by formulating new models, tests, and asymptotics more suitable for an … I(2) world. Several of the papers apply these cointegration techniques to a variety of empirical problems, thereby …

Persistent link: https://www.econbiz.de/10011953882

Finanzmarkt-Ökonometrie : Basistechniken, fortgeschrittene Verfahren, Prognosemodelle

Schröder, Michael (ed.); Buscher, Herbert S. (contributor) - 2002

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Nonstationary panels, panel cointegration, and dynamic panels

Baltagi, Badi H. (ed.) - 2000 - 1. ed.

Persistent link: https://www.econbiz.de/10001515447