Fractional cointegration in stochastic volatility models /

Lignende værker

• Distribution-free tests of fractional cointegration /
  af: Hualde, Javier.
• Cointegration for periodically integrated processes /
  af: Castro, Tomas Del Barrio.
• Stability of regime switching error correction models under linear cointegration /
  af: Saikkonen, Pentti.
• Workbook on cointegration
  af: Hansen, Peter Reinhard
  Udgivet: (1998)
• An introduction to stochastic modeling
  af: Pinsky, Mark A, et al.
  Udgivet: (2015)