## Abstract This paper considers Markov errorโcorrection (MEC) models in which deviations from the longโrun equilibrium are characterized by different rates of adjustment. To motivate our analysis and illustrate the various issues involved, our discussion is structured around the analysis of the lo
โฆ LIBER โฆ
Some statistical models for durations and an application to News Corporation stock prices
โ Scribed by Shelton Peiris; David Allen; Wenling Yang
- Publisher
- Elsevier Science
- Year
- 2005
- Tongue
- English
- Weight
- 82 KB
- Volume
- 68
- Category
- Article
- ISSN
- 0378-4754
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