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Statistical estimation of multivariate Ornstein–Uhlenbeck processes and applications to co-integration

✍ Scribed by Fasen, Vicky

Book ID: 118200437
Publisher: Elsevier Science
Year: 2013
Tongue: English
Weight: 342 KB
Volume: 172
Category: Article
ISSN: 0304-4076
DOI: 10.1016/j.jeconom.2012.08.019

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