Fractional cointegration in stochastic volatility models /

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Fractional cointegration in stochastic volatility models /

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Bibliografiske detaljer
Hovedforfatter:	Silva, Afonso Goncalves da.
Andre forfattere:	Robinson, Peter M.
Format:	Bài viết
Sprog:	English
Fag:	Bivariate factor models Fractional cointegration Stochastic volatility models
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Thư viện lưu trữ:	Thư viện Trường Đại học Đà Lạt

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