✦ LIBER ✦
Frequency domain principal components estimation of fractionally cointegrated processes: Some new results and an application to stock market volatility
✍ Scribed by Claudio Morana
- Publisher
- Elsevier Science
- Year
- 2005
- Tongue
- English
- Weight
- 270 KB
- Volume
- 355
- Category
- Article
- ISSN
- 0378-4371
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