Fractional cointegration in stochastic volatility models /

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Fractional cointegration in stochastic volatility models /

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Λεπτομέρειες βιβλιογραφικής εγγραφής
Κύριος συγγραφέας:	Silva, Afonso Goncalves da.
Άλλοι συγγραφείς:	Robinson, Peter M.
Μορφή:	Άρθρο
Γλώσσα:	English
Θέματα:	Bivariate factor models Fractional cointegration Stochastic volatility models
Ετικέτες:	Προσθήκη ετικέτας Δεν υπάρχουν, Καταχωρήστε ετικέτα πρώτοι!

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

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