Optimal Estimation Strategies for Bivariate Fractional Cointegration Systems and the Co-persistence Analysis of Stock Market Realized Volatilities - Université Paris Nanterre
Journal Articles Computational Economics Year : 2015

Optimal Estimation Strategies for Bivariate Fractional Cointegration Systems and the Co-persistence Analysis of Stock Market Realized Volatilities

Marcel Aloy
  • Function : Author
Gilles de Truchis

Abstract

Forthcoming
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Dates and versions

hal-01410660 , version 1 (06-12-2016)

Identifiers

  • HAL Id : hal-01410660 , version 1

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Marcel Aloy, Gilles de Truchis. Optimal Estimation Strategies for Bivariate Fractional Cointegration Systems and the Co-persistence Analysis of Stock Market Realized Volatilities. Computational Economics, 2015. ⟨hal-01410660⟩
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