✦ LIBER ✦

Bivariate FIGARCH and fractional cointegration

✍ Scribed by Celso Brunetti; Christopher L. Gilbert

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

Fractional cointegration and futures hed

✍ Lien, Donald; Tse, Yiu Kuen 📂 Article 📅 1999 🏛 John Wiley and Sons 🌐 English ⚖ 190 KB

Fractional cointegration and the term st

✍ Sandrine Lardic; Valérie Mignon 📂 Article 📅 2004 🏛 Springer-Verlag 🌐 English ⚖ 253 KB

Fractional cointegration and real exchan

✍ Guglielmo Maria Caporale; Luis A. Gil-Alana 📂 Article 📅 2004 🏛 Elsevier Science 🌐 English ⚖ 154 KB

FRACTIONAL COINTEGRATION AND AGGREGATE M

✍ GUGLIELMO MARIA CAPORALE; LUIS A. GIL-ALANA 📂 Article 📅 2005 🏛 John Wiley and Sons 🌐 English ⚖ 127 KB

A model of fractional cointegration, and

✍ James Davidson 📂 Article 📅 2002 🏛 Elsevier Science 🌐 English ⚖ 228 KB

Fractional intersection and bivariant th

✍ Shun-ichi, Kimura 📂 Article 📅 1992 🏛 Taylor and Francis Group 🌐 English ⚖ 494 KB