Fractional cointegration in stochastic volatility models /

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Fractional cointegration in stochastic volatility models /

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書目詳細資料
主要作者:	Silva, Afonso Goncalves da.
其他作者:	Robinson, Peter M.
格式:	Bài viết
語言:	English
主題:	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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