Fractional cointegration in stochastic volatility models /

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Fractional cointegration in stochastic volatility models /

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Библиографические подробности
Главный автор:	Silva, Afonso Goncalves da.
Другие авторы:	Robinson, Peter M.
Формат:	Статья
Язык:	English
Предметы:	Bivariate factor models Fractional cointegration Stochastic volatility models
Метки:	Добавить метку Нет меток, Требуется 1-ая метка записи!

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

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