Fractional cointegration in stochastic volatility models /

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Fractional cointegration in stochastic volatility models /

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Detalhes bibliográficos
Autor principal:	Silva, Afonso Goncalves da.
Outros Autores:	Robinson, Peter M.
Formato:	Atigo
Idioma:	English
Assuntos:	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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