Fractional cointegration in stochastic volatility models /

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Fractional cointegration in stochastic volatility models /

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Opis bibliograficzny
1. autor:	Silva, Afonso Goncalves da.
Kolejni autorzy:	Robinson, Peter M.
Format:	Artykuł
Język:	English
Hasła przedmiotowe:	Bivariate factor models Fractional cointegration Stochastic volatility models
Etykiety:	Dodaj etykietę Nie ma etykietki, Dołącz pierwszą etykiete!

Thư viện lưu trữ:	Thư viện Trường Đại học Đà Lạt

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